+34.7%
CMS vs ILMN
-46.1%
+80.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.2% |
| 7D | -1.3% | -9.7% | +8.4% | -0.9% |
| 30D | +6.3% | -20.4% | +26.7% | +7.2% |
| 3M | -2.1% | +10.0% | -12.1% | -3.2% |
| 6M | -5.1% | +49.5% | -54.6% | -8.2% |
| YTD | +1.3% | +62.5% | -61.2% | -2.8% |
| 1Y | -1.4% | +76.0% | -77.4% | -5.9% |
| 3Y | +36.9% | +94.2% | -57.2% | +27.7% |
| All | +34.7% | -46.1% | +80.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling