+68.6%
CSX vs ILMN
+88.1%
-19.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.8% | -3.6% |
| 7D | -5.5% | -9.7% | +4.2% | -4.6% |
| 30D | +4.9% | -20.4% | +25.3% | +6.9% |
| 3M | -2.9% | +10.0% | -12.9% | -5.0% |
| 6M | +8.3% | +49.5% | -41.1% | +2.1% |
| YTD | +36.7% | +62.5% | -25.8% | +26.7% |
| 1Y | +41.5% | +76.0% | -34.5% | +29.6% |
| 3Y | +68.6% | +94.2% | -25.5% | +45.9% |
| All | +68.6% | +88.1% | -19.4% | +45.9% |
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