+12,721.9%
CMI vs ILMN
+1,401.8%
+11,320.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | -13.4% | +9.2% | -22.6% | -14.9% |
| 3M | -17.0% | +29.8% | -46.8% | -20.8% |
| 6M | -1.6% | +69.2% | -70.8% | -10.4% |
| YTD | +11.0% | +66.4% | -55.4% | +0.9% |
| 1Y | +41.9% | +123.4% | -81.5% | +21.9% |
| 3Y | +151.8% | +33.2% | +118.6% | +130.7% |
| 5Y | +163.6% | -52.0% | +215.5% | +175.7% |
| 10Y | +472.9% | +33.6% | +439.3% | +387.9% |
| All | +12,721.9% | +1,401.8% | +11,320.1% | +5,733.2% |
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