+79.8%
CNQ vs ILMN
+29.9%
+49.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -0.7% | -9.2% | +8.5% | -0.1% |
| 30D | +6.7% | +4.4% | +2.3% | +6.3% |
| 3M | +12.8% | +23.9% | -11.1% | +11.1% |
| 6M | +13.3% | +64.5% | -51.2% | +9.0% |
| YTD | +53.1% | +53.5% | -0.4% | +47.5% |
| 1Y | +66.1% | +110.8% | -44.7% | +53.0% |
| All | +79.8% | +29.9% | +49.9% | +52.0% |
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