+138.1%
CMS vs ILMN
+64.4%
+73.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +0.5% | -9.8% | +10.3% | +1.2% |
| 30D | +7.4% | -22.7% | +30.2% | +9.0% |
| 3M | +1.9% | +12.1% | -10.2% | +0.3% |
| 6M | -2.3% | +51.5% | -53.8% | -6.4% |
| YTD | +3.0% | +63.9% | -60.9% | -2.3% |
| 1Y | -2.8% | +76.6% | -79.3% | -8.4% |
| 3Y | +37.9% | +124.6% | -86.7% | +24.7% |
| 5Y | +34.0% | -42.7% | +76.7% | +35.4% |
| 10Y | +138.1% | +59.7% | +78.5% | +119.2% |
| All | +138.1% | +64.4% | +73.7% | +119.2% |
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 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