+5,866.4%
COR vs ILMN
+1,401.8%
+4,464.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +4.5% | +9.2% | -4.7% | +3.7% |
| 3M | +22.7% | +29.8% | -7.2% | +19.8% |
| 6M | -9.7% | +69.2% | -78.9% | -14.0% |
| YTD | -1.4% | +66.4% | -67.8% | -6.1% |
| 1Y | +13.9% | +123.4% | -109.5% | +5.3% |
| 3Y | +94.0% | +33.2% | +60.8% | +84.6% |
| 5Y | +184.0% | -52.0% | +236.0% | +190.9% |
| 10Y | +406.8% | +33.6% | +373.1% | +366.1% |
| All | +5,866.4% | +1,401.8% | +4,464.6% | +4,056.4% |
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