+284.1%
CME vs ILMN
+33.5%
+250.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +6.2% | +9.2% | -2.9% | +5.1% |
| 3M | +10.4% | +29.8% | -19.4% | +7.1% |
| 6M | -9.5% | +69.2% | -78.7% | -15.0% |
| YTD | +6.0% | +66.4% | -60.4% | -0.5% |
| 1Y | +9.3% | +123.4% | -114.1% | -1.5% |
| 3Y | +57.7% | +33.2% | +24.5% | +49.6% |
| 5Y | +77.7% | -52.0% | +129.7% | +95.8% |
| All | +284.1% | +33.5% | +250.6% | +238.2% |
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 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