+495.9%
CMI vs ILMN
+25.5%
+470.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.5% |
| 7D | +0.8% | -9.2% | +10.0% | +2.6% |
| 30D | -12.8% | +4.4% | -17.1% | -13.7% |
| 3M | -12.4% | +23.9% | -36.3% | -16.4% |
| 6M | -0.9% | +64.5% | -65.4% | -10.8% |
| YTD | +8.9% | +53.5% | -44.6% | -1.3% |
| 1Y | +37.7% | +110.8% | -73.1% | +16.0% |
| 3Y | +148.9% | +30.7% | +118.2% | +123.7% |
| 5Y | +164.4% | -54.8% | +219.2% | +183.0% |
| All | +495.9% | +25.5% | +470.4% | +396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling