+167.0%
CMI vs ILMN
-54.6%
+221.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.7% | -3.9% | +4.6% | +1.3% |
| 30D | -12.3% | +6.9% | -19.2% | -13.5% |
| 3M | -16.8% | +28.1% | -44.9% | -20.7% |
| 6M | +1.5% | +65.0% | -63.4% | -7.8% |
| YTD | +9.8% | +56.3% | -46.5% | +0.2% |
| 1Y | +42.6% | +108.7% | -66.1% | +22.0% |
| 3Y | +151.0% | +33.1% | +117.9% | +124.7% |
| 5Y | +167.0% | -54.1% | +221.1% | +173.7% |
| All | +167.0% | -54.6% | +221.6% | +173.7% |
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