+224.3%
CTVA vs ILMN
-30.4%
+254.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | +12.0% | +12.3% | -0.2% | +9.8% |
| 3M | +13.5% | +33.5% | -20.1% | +7.9% |
| 6M | +12.1% | +69.4% | -57.3% | +2.2% |
| YTD | +29.0% | +60.9% | -31.9% | +18.2% |
| 1Y | +18.9% | +115.0% | -96.1% | +2.5% |
| 3Y | +78.9% | +37.0% | +41.9% | +63.2% |
| 5Y | +105.2% | -53.1% | +158.4% | +131.5% |
| All | +224.3% | -30.4% | +254.6% | +137.0% |
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