+37.3%
CMS vs ILMN
+33.7%
+3.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +0.4% | +1.2% | -0.9% | +0.3% |
| 30D | -3.6% | +9.2% | -12.8% | -3.9% |
| 3M | -1.9% | +29.8% | -31.8% | -2.8% |
| 6M | -11.0% | +69.2% | -80.2% | -12.8% |
| YTD | +0.2% | +66.4% | -66.2% | -1.9% |
| 1Y | -1.3% | +123.4% | -124.7% | -4.8% |
| All | +37.3% | +33.7% | +3.6% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling