-48.3%
CIEN vs ILMN
+1,366.8%
-1,415.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.8% |
| 7D | -24.1% | -9.7% | -14.4% | -21.5% |
| 30D | -45.5% | -20.4% | -25.1% | -41.6% |
| 3M | -39.7% | +10.0% | -49.7% | -41.6% |
| 6M | -57.8% | +49.5% | -107.3% | -62.5% |
| YTD | +4.1% | +62.5% | -58.4% | -10.4% |
| 1Y | +20.8% | +76.0% | -55.2% | +1.9% |
| 3Y | +463.1% | +94.2% | +369.0% | +344.7% |
| 5Y | +302.3% | -46.3% | +348.6% | +329.7% |
| 10Y | +1,164.4% | +62.7% | +1,101.6% | +853.5% |
| All | -48.3% | +1,366.8% | -1,415.0% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling