+186.1%
COR vs ILMN
-51.8%
+238.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +4.5% | +9.2% | -4.7% | +4.3% |
| 3M | +22.7% | +29.8% | -7.2% | +22.0% |
| 6M | -9.7% | +69.2% | -78.9% | -10.8% |
| YTD | -1.4% | +66.4% | -67.8% | -2.6% |
| 1Y | +13.9% | +123.4% | -109.5% | +11.8% |
| 3Y | +94.0% | +33.2% | +60.8% | +94.5% |
| All | +186.1% | -51.8% | +238.0% | +223.1% |
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 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