-7.0%
CTVA vs ILMN
+70.7%
-77.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.6% | -22.7% | -24.3% |
| 7D | -23.7% | +0.7% | -24.4% | -23.6% |
| 30D | -31.2% | -22.7% | -8.5% | -31.7% |
| 3M | -18.7% | +8.6% | -27.4% | -21.9% |
| 6M | -25.5% | +43.8% | -69.3% | -30.2% |
| YTD | -8.0% | +59.8% | -67.8% | -15.8% |
| 1Y | -7.0% | +71.8% | -78.8% | -17.5% |
| All | -7.0% | +70.7% | -77.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling