-31.9%
CORZ vs ILMN
+74.7%
-106.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +4.1% |
| 7D | -7.8% | -9.8% | +2.0% | -4.4% |
| 30D | -14.8% | -22.7% | +7.9% | -8.2% |
| 3M | -32.5% | +12.1% | -44.5% | -32.3% |
| 6M | -42.7% | +51.5% | -94.2% | -45.5% |
| YTD | -9.8% | +63.9% | -73.7% | -22.7% |
| 1Y | -31.9% | +76.6% | -108.5% | -43.1% |
| All | -31.9% | +74.7% | -106.7% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling