-3.0%
CMG vs ILMN
-52.9%
+49.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +12.7% | +12.3% | +0.4% | +10.1% |
| 3M | +26.3% | +33.5% | -7.3% | +19.3% |
| 6M | +4.5% | +69.4% | -64.9% | -6.0% |
| YTD | -0.1% | +60.9% | -61.0% | -9.8% |
| 1Y | -6.8% | +115.0% | -121.8% | -21.6% |
| 3Y | -5.0% | +37.0% | -42.0% | -13.8% |
| 5Y | -3.0% | -53.1% | +50.1% | +25.6% |
| All | -3.0% | -52.9% | +49.9% | +25.6% |
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 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