+181.4%
COR vs ILMN
-46.1%
+227.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | +0.8% | -9.7% | +10.5% | +0.9% |
| 30D | +5.1% | -20.4% | +25.5% | +5.4% |
| 3M | +2.8% | +10.0% | -7.2% | +2.5% |
| 6M | +32.5% | +49.5% | -16.9% | +31.3% |
| YTD | -0.7% | +62.5% | -63.1% | -1.8% |
| 1Y | -6.7% | +76.0% | -82.7% | -7.9% |
| 3Y | +73.7% | +94.2% | -20.4% | +70.3% |
| All | +181.4% | -46.1% | +227.5% | +195.1% |
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