+1,188.7%
CIEN vs ILMN
+61.7%
+1,127.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +9.5% |
| 7D | -5.3% | -2.6% | -2.7% | -4.0% |
| 30D | -40.1% | -20.6% | -19.5% | -35.3% |
| 3M | -34.7% | +17.5% | -52.2% | -38.2% |
| 6M | -50.9% | +55.6% | -106.5% | -57.6% |
| YTD | +15.2% | +68.3% | -53.2% | -3.9% |
| 1Y | +35.2% | +81.1% | -46.0% | +10.4% |
| 3Y | +522.6% | +112.2% | +410.4% | +359.5% |
| 5Y | +344.2% | -42.6% | +386.8% | +368.7% |
| 10Y | +1,188.7% | +70.5% | +1,118.2% | +942.0% |
| All | +1,188.7% | +61.7% | +1,127.0% | +942.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling