+288.0%
CME vs ILMN
+64.4%
+223.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +1.7% | -9.8% | +11.4% | +2.6% |
| 30D | +10.2% | -22.7% | +32.9% | +12.5% |
| 3M | +17.8% | +12.1% | +5.7% | +15.2% |
| 6M | +11.0% | +51.5% | -40.5% | +4.6% |
| YTD | +17.0% | +63.9% | -46.8% | +8.8% |
| 1Y | +15.8% | +76.6% | -60.8% | +6.6% |
| 3Y | +61.8% | +124.6% | -62.8% | +39.2% |
| 5Y | +72.5% | -42.7% | +115.2% | +83.6% |
| 10Y | +288.0% | +59.7% | +228.3% | +234.7% |
| All | +288.0% | +64.4% | +223.6% | +234.7% |
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