+63.2%
CME vs ILMN
+88.1%
-24.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | +0.9% | -9.7% | +10.6% | +0.6% |
| 30D | +13.2% | -20.4% | +33.6% | +12.4% |
| 3M | +16.3% | +10.0% | +6.3% | +16.5% |
| 6M | +7.1% | +49.5% | -42.3% | +8.1% |
| YTD | +15.8% | +62.5% | -46.7% | +17.0% |
| 1Y | +17.1% | +76.0% | -58.9% | +18.5% |
| 3Y | +63.2% | +94.2% | -31.0% | +68.6% |
| All | +63.2% | +88.1% | -24.9% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling