+3,981.8%
CMG vs ILMN
+2,119.3%
+1,862.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | +8.0% | -9.8% | +17.8% | +10.1% |
| 30D | +13.7% | -22.7% | +36.4% | +18.7% |
| 3M | +11.8% | +12.1% | -0.3% | +6.9% |
| 6M | +10.6% | +51.5% | -40.9% | -1.2% |
| YTD | -2.9% | +63.9% | -66.8% | -15.4% |
| 1Y | +17.8% | +76.6% | -58.7% | +1.0% |
| 3Y | -15.3% | +124.6% | -139.9% | -34.5% |
| 5Y | -0.9% | -42.7% | +41.8% | +1.0% |
| 10Y | +358.4% | +59.7% | +298.7% | +262.0% |
| All | +3,981.8% | +2,119.3% | +1,862.6% | +1,464.2% |
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 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