+137.3%
CTVA vs ILMN
-31.7%
+169.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -20.8% | -2.9% | -17.9% | -20.4% |
| 30D | -29.6% | -23.8% | -5.8% | -27.3% |
| 3M | -16.9% | +7.5% | -24.4% | -19.3% |
| 6M | -24.3% | +42.8% | -67.0% | -30.0% |
| YTD | -5.6% | +57.8% | -63.4% | -14.6% |
| 1Y | -4.2% | +72.6% | -76.8% | -14.7% |
| 3Y | +43.3% | +129.3% | -86.1% | +16.9% |
| 5Y | +35.7% | -44.5% | +80.2% | +43.3% |
| All | +137.3% | -31.7% | +169.0% | +71.2% |
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