+490.4%
CMS vs ILMN
+1,401.8%
-911.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -1.9% | +29.8% | -31.8% | -4.0% |
| 6M | -11.0% | +69.2% | -80.2% | -14.8% |
| YTD | +0.2% | +66.4% | -66.2% | -4.1% |
| 1Y | -1.3% | +123.4% | -124.7% | -8.0% |
| 3Y | +35.9% | +33.2% | +2.8% | +30.1% |
| 5Y | +23.1% | -52.0% | +75.0% | +25.4% |
| 10Y | +117.9% | +33.6% | +84.3% | +100.4% |
| All | +490.4% | +1,401.8% | -911.4% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling