+73.1%
CME vs ILMN
-44.2%
+117.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +2.7% | +0.7% | +1.9% | +2.7% |
| 30D | +13.5% | -22.7% | +36.2% | +14.2% |
| 3M | +20.9% | +8.6% | +12.3% | +19.9% |
| 6M | +11.5% | +43.8% | -32.3% | +9.0% |
| YTD | +19.5% | +59.8% | -40.3% | +15.9% |
| 1Y | +17.2% | +71.8% | -54.6% | +13.3% |
| 3Y | +65.1% | +119.0% | -53.9% | +54.0% |
| 5Y | +73.1% | -43.8% | +116.9% | +89.5% |
| All | +73.1% | -44.2% | +117.4% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling