+305.8%
CME vs ILMN
+59.3%
+246.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +2.5% | -6.0% | +8.5% | +3.0% |
| 30D | +13.9% | -23.0% | +37.0% | +16.3% |
| 3M | +22.4% | +10.4% | +12.0% | +19.9% |
| 6M | +12.9% | +49.4% | -36.5% | +6.6% |
| YTD | +19.6% | +62.3% | -42.7% | +11.3% |
| 1Y | +17.7% | +73.7% | -56.0% | +8.6% |
| 3Y | +65.3% | +122.5% | -57.2% | +42.4% |
| 5Y | +75.1% | -43.2% | +118.3% | +86.5% |
| 10Y | +305.8% | +59.0% | +246.8% | +251.5% |
| All | +305.8% | +59.3% | +246.5% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling