-31.8%
CIEN vs ILMN
+1,401.8%
-1,433.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -15.2% | +1.2% | -16.4% | -15.6% |
| 30D | -21.5% | +9.2% | -30.7% | -23.6% |
| 3M | -40.1% | +29.8% | -69.9% | -44.5% |
| 6M | -6.6% | +69.2% | -75.8% | -19.7% |
| YTD | +37.3% | +66.4% | -29.1% | +17.6% |
| 1Y | +174.5% | +123.4% | +51.1% | +114.9% |
| 3Y | +562.3% | +33.2% | +529.1% | +479.0% |
| 5Y | +463.9% | -52.0% | +515.9% | +521.6% |
| 10Y | +1,302.4% | +33.6% | +1,268.7% | +1,005.1% |
| All | -31.8% | +1,401.8% | -1,433.6% | -82.0% |
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 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