+19.6%
CME vs ILMN
+92.1%
-72.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.3% | +1.1% |
| 7D | +4.8% | -21.6% | +26.4% | +3.4% |
| 30D | +14.2% | -22.9% | +37.0% | +12.6% |
| 3M | +17.9% | +11.6% | +6.3% | +18.5% |
| 6M | +7.2% | +62.5% | -55.3% | +8.3% |
| YTD | +16.7% | +72.7% | -56.0% | +16.1% |
| 1Y | +19.6% | +93.9% | -74.3% | +18.2% |
| All | +19.6% | +92.1% | -72.6% | +18.2% |
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