+5,649.5%
CNQ vs ILMN
+1,001.9%
+4,647.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | -0.9% | -3.9% | +3.0% | -0.4% |
| 30D | +8.7% | +6.9% | +1.8% | +7.6% |
| 3M | +15.8% | +28.1% | -12.3% | +11.7% |
| 6M | +13.3% | +65.0% | -51.7% | +5.3% |
| YTD | +54.7% | +56.3% | -1.6% | +44.2% |
| 1Y | +69.5% | +108.7% | -39.2% | +50.9% |
| 3Y | +77.3% | +33.1% | +44.3% | +64.2% |
| 5Y | +290.3% | -54.1% | +344.5% | +306.1% |
| 10Y | +429.3% | +27.8% | +401.4% | +373.5% |
| All | +5,649.5% | +1,001.9% | +4,647.6% | +3,591.6% |
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