+153.3%
CNC vs ILMN
+64.4%
+88.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.9% |
| 7D | +4.0% | -9.8% | +13.8% | +5.7% |
| 30D | +7.4% | -22.7% | +30.1% | +11.5% |
| 3M | +5.4% | +12.1% | -6.6% | +1.7% |
| 6M | +25.4% | +51.5% | -26.0% | +13.6% |
| YTD | +70.6% | +63.9% | +6.7% | +51.5% |
| 1Y | +104.9% | +76.6% | +28.4% | +79.5% |
| 3Y | -2.3% | +124.6% | -126.9% | -22.0% |
| 5Y | -6.5% | -42.7% | +36.2% | -0.3% |
| 10Y | +153.3% | +59.7% | +93.6% | +87.3% |
| All | +153.3% | +64.4% | +88.9% | +87.3% |
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