+0.9%
CNC vs ILMN
+41.2%
-40.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.3% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +0.1% | +9.2% | -9.1% | -0.8% |
| 3M | +6.9% | +29.8% | -22.9% | +4.0% |
| 6M | +49.0% | +69.2% | -20.2% | +40.7% |
| YTD | +62.9% | +66.4% | -3.5% | +54.0% |
| 1Y | +134.0% | +123.4% | +10.6% | +116.0% |
| All | +0.9% | +41.2% | -40.3% | -6.7% |
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 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