+504.6%
CSX vs ILMN
+33.5%
+471.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | -3.1% | +9.2% | -12.3% | -4.8% |
| 3M | +7.2% | +29.8% | -22.7% | +1.8% |
| 6M | +16.2% | +69.2% | -53.0% | +4.5% |
| YTD | +37.5% | +66.4% | -28.8% | +23.5% |
| 1Y | +53.2% | +123.4% | -70.2% | +28.5% |
| 3Y | +68.2% | +33.2% | +35.1% | +51.8% |
| 5Y | +65.2% | -52.0% | +117.2% | +80.0% |
| All | +504.6% | +33.5% | +471.0% | +396.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling