+304.6%
CIEN vs ILMN
-46.1%
+350.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.7% |
| 7D | -24.1% | -9.7% | -14.4% | -21.3% |
| 30D | -45.5% | -20.4% | -25.1% | -41.3% |
| 3M | -39.7% | +10.0% | -49.7% | -41.7% |
| 6M | -57.8% | +49.5% | -107.3% | -62.8% |
| YTD | +4.1% | +62.5% | -58.4% | -11.5% |
| 1Y | +20.8% | +76.0% | -55.2% | +0.5% |
| 3Y | +463.1% | +94.2% | +369.0% | +330.6% |
| All | +304.6% | -46.1% | +350.7% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling