+2.8%
CNC vs ILMN
-52.9%
+55.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.3% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | -1.8% | +12.3% | -14.1% | -3.1% |
| 3M | -0.7% | +33.5% | -34.2% | -4.1% |
| 6M | +47.9% | +69.4% | -21.4% | +38.6% |
| YTD | +56.9% | +60.9% | -4.0% | +47.7% |
| 1Y | +123.9% | +115.0% | +9.0% | +103.7% |
| 3Y | -1.3% | +37.0% | -38.3% | -6.5% |
| 5Y | +2.8% | -53.1% | +55.9% | +11.2% |
| All | +2.8% | -52.9% | +55.7% | +11.2% |
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