+136.0%
CMS vs ILMN
+59.3%
+76.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -1.1% | -6.0% | +4.9% | -0.7% |
| 30D | +6.6% | -23.0% | +29.6% | +8.2% |
| 3M | +0.8% | +10.4% | -9.6% | -0.7% |
| 6M | -3.3% | +49.4% | -52.7% | -7.3% |
| YTD | +2.7% | +62.3% | -59.6% | -2.5% |
| 1Y | -4.0% | +73.7% | -77.7% | -9.4% |
| 3Y | +37.6% | +122.5% | -84.9% | +24.4% |
| 5Y | +35.4% | -43.2% | +78.6% | +37.0% |
| 10Y | +136.0% | +59.0% | +77.1% | +117.3% |
| All | +136.0% | +59.3% | +76.7% | +117.3% |
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 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