+7,451.3%
CME vs ILMN
+9,096.7%
-1,645.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.2% | +7.8% | +0.8% |
| 7D | +3.7% | -28.3% | +31.9% | +7.9% |
| 30D | +13.7% | -24.0% | +37.7% | +17.3% |
| 3M | +16.6% | +4.1% | +12.5% | +14.6% |
| 6M | +8.2% | +49.6% | -41.4% | +0.6% |
| YTD | +16.3% | +58.6% | -42.2% | +6.7% |
| 1Y | +19.1% | +69.9% | -50.8% | +8.1% |
| 3Y | +67.4% | +82.9% | -15.5% | +44.9% |
| 5Y | +71.0% | -47.6% | +118.6% | +74.4% |
| 10Y | +338.9% | +58.8% | +280.1% | +261.5% |
| All | +7,451.3% | +9,096.7% | -1,645.4% | +3,637.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling