+35.4%
CMS vs ILMN
-49.5%
+84.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.2% | +7.8% | 0.0% |
| 7D | +1.7% | -28.3% | +30.0% | +3.1% |
| 30D | +8.6% | -24.0% | +32.6% | +9.8% |
| 3M | -0.5% | +4.1% | -4.5% | -1.3% |
| 6M | -4.2% | +49.6% | -53.7% | -7.3% |
| YTD | +3.4% | +58.6% | -55.1% | -0.6% |
| 1Y | +0.4% | +69.9% | -69.4% | -4.0% |
| 3Y | +38.2% | +82.9% | -44.7% | +29.4% |
| 5Y | +35.4% | -47.6% | +83.0% | +29.7% |
| All | +35.4% | -49.5% | +84.9% | +29.7% |
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