+4,577.2%
CNC vs ILMN
+4,617.8%
-40.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | +3.5% | +1.2% | +2.3% | +3.3% |
| 30D | +0.1% | +9.2% | -9.1% | -1.4% |
| 3M | +6.9% | +29.8% | -22.9% | +2.4% |
| 6M | +49.0% | +69.2% | -20.2% | +36.8% |
| YTD | +62.9% | +66.4% | -3.5% | +49.8% |
| 1Y | +134.0% | +123.4% | +10.6% | +104.4% |
| 3Y | +9.4% | +33.2% | -23.7% | +0.7% |
| 5Y | +4.1% | -52.0% | +56.1% | +8.7% |
| 10Y | +95.4% | +33.6% | +61.8% | +70.2% |
| All | +4,577.2% | +4,617.8% | -40.6% | +2,443.1% |
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