+445.7%
CSX vs ILMN
+56.7%
+389.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.8% | -0.9% |
| 7D | -2.7% | -28.3% | +25.6% | +2.7% |
| 30D | +7.0% | -24.0% | +31.0% | +11.6% |
| 3M | -0.3% | +4.1% | -4.4% | -2.5% |
| 6M | +13.5% | +49.6% | -36.0% | +3.3% |
| YTD | +41.5% | +58.6% | -17.1% | +26.2% |
| 1Y | +45.8% | +69.9% | -24.1% | +28.2% |
| 3Y | +74.4% | +82.9% | -8.5% | +44.6% |
| 5Y | +53.6% | -47.6% | +101.2% | +62.4% |
| All | +445.7% | +56.7% | +389.0% | +361.5% |
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 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