+230.8%
CORZ vs ILMN
+50.1%
+180.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.2% | -2.6% | -7.7% |
| 7D | -21.1% | -28.3% | +7.2% | -11.1% |
| 30D | -31.8% | -24.0% | -7.8% | -24.5% |
| 3M | -47.7% | +4.1% | -51.8% | -48.6% |
| 6M | -48.7% | +49.6% | -98.3% | -55.9% |
| YTD | -21.8% | +58.6% | -80.4% | -35.4% |
| 1Y | -47.8% | +69.9% | -117.7% | -58.0% |
| All | +230.8% | +50.1% | +180.8% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling