+40.3%
CIEN vs ILMN
+70.7%
-30.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +27.4% | +0.7% | +26.6% | +27.1% |
| 30D | -26.6% | -22.7% | -3.8% | -19.8% |
| 3M | -32.0% | +8.6% | -40.6% | -33.0% |
| 6M | -49.1% | +43.8% | -92.9% | -53.4% |
| YTD | +25.7% | +59.8% | -34.1% | +6.3% |
| 1Y | +40.3% | +71.8% | -31.5% | +13.5% |
| All | +40.3% | +70.7% | -30.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling