+241.9%
CORZ vs ILMN
+53.8%
+188.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.9% | +2.4% |
| 7D | -11.2% | -9.7% | -1.6% | -7.3% |
| 30D | -26.2% | -20.4% | -5.8% | -19.7% |
| 3M | -44.1% | +10.0% | -54.2% | -46.1% |
| 6M | -52.3% | +49.5% | -101.7% | -59.0% |
| YTD | -19.2% | +62.5% | -81.7% | -33.8% |
| 1Y | -42.9% | +76.0% | -118.9% | -54.7% |
| All | +241.9% | +53.8% | +188.1% | +159.7% |
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