+47.1%
CSX vs ILMN
+92.1%
-45.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +2.7% |
| 7D | +0.1% | -21.6% | +21.7% | +0.7% |
| 30D | +9.7% | -22.9% | +32.6% | +10.5% |
| 3M | +2.3% | +11.6% | -9.3% | +1.1% |
| 6M | +17.1% | +62.5% | -45.5% | +16.0% |
| YTD | +44.9% | +72.7% | -27.8% | +40.8% |
| 1Y | +47.1% | +93.9% | -46.8% | +39.5% |
| All | +47.1% | +92.1% | -45.1% | +39.5% |
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