+355.8%
CIEN vs ILMN
-44.7%
+400.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | +15.3% | -2.9% | +18.1% | +16.4% |
| 30D | -22.0% | -23.8% | +1.8% | -14.9% |
| 3M | -36.6% | +7.5% | -44.1% | -38.2% |
| 6M | -51.5% | +42.8% | -94.2% | -56.6% |
| YTD | +20.0% | +57.8% | -37.9% | +3.0% |
| 1Y | +44.5% | +72.6% | -28.2% | +21.0% |
| 3Y | +539.0% | +129.3% | +409.7% | +368.3% |
| All | +355.8% | -44.7% | +400.4% | +371.1% |
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