+204.7%
CTVA vs ILMN
-27.2%
+231.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.3% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | -8.5% | -20.6% | +12.1% | -6.1% |
| 3M | +5.3% | +17.5% | -12.2% | +0.9% |
| 6M | -0.1% | +55.6% | -55.7% | -8.8% |
| YTD | +21.2% | +68.3% | -47.1% | +8.6% |
| 1Y | +27.0% | +81.1% | -54.1% | +12.3% |
| 3Y | +87.2% | +112.2% | -24.9% | +55.4% |
| 5Y | +77.9% | -42.6% | +120.5% | +87.6% |
| All | +204.7% | -27.2% | +231.8% | +117.7% |
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