+79.0%
COR vs ILMN
+141.4%
-62.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.7% |
| 7D | +2.3% | -2.6% | +4.9% | +2.3% |
| 30D | +6.8% | -20.6% | +27.4% | +6.3% |
| 3M | +8.1% | +17.5% | -9.4% | +8.5% |
| 6M | +33.0% | +55.6% | -22.6% | +34.3% |
| YTD | +3.0% | +68.3% | -65.3% | +4.1% |
| 1Y | -3.4% | +81.1% | -84.5% | -2.1% |
| All | +79.0% | +141.4% | -62.4% | +89.7% |
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