+10,239.4%
CMI vs ILMN
+1,324.6%
+8,914.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +0.5% | -2.9% | +3.3% | +1.0% |
| 30D | -14.0% | -23.8% | +9.8% | -10.4% |
| 3M | -28.1% | +7.5% | -35.6% | -29.6% |
| 6M | -35.8% | +42.8% | -78.6% | -40.2% |
| YTD | -10.5% | +57.8% | -68.3% | -18.5% |
| 1Y | -1.9% | +72.6% | -74.5% | -12.0% |
| 3Y | +121.0% | +129.3% | -8.4% | +84.7% |
| 5Y | +114.6% | -44.5% | +159.1% | +117.8% |
| 10Y | +325.5% | +54.5% | +270.9% | +254.6% |
| All | +10,239.4% | +1,324.6% | +8,914.7% | +4,611.3% |
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