-4.2%
CORZ vs ILMN
+72.2%
-76.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +23.5% | -2.9% | +26.3% | +24.6% |
| 30D | +7.5% | -23.8% | +31.3% | +16.6% |
| 3M | -26.6% | +7.5% | -34.1% | -25.2% |
| 6M | -39.5% | +42.8% | -82.3% | -41.1% |
| YTD | -0.3% | +57.8% | -58.1% | -11.7% |
| 1Y | -4.2% | +72.6% | -76.8% | -15.9% |
| All | -4.2% | +72.2% | -76.4% | -15.9% |
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