+63.9%
CTVA vs ILMN
+88.1%
-24.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -1.3% |
| 7D | +2.2% | -9.7% | +11.9% | +2.9% |
| 30D | -17.6% | -20.4% | +2.8% | -16.7% |
| 3M | +3.4% | +10.0% | -6.6% | +0.5% |
| 6M | -2.6% | +49.5% | -52.1% | -8.7% |
| YTD | +19.1% | +62.5% | -43.4% | +10.1% |
| 1Y | +26.8% | +76.0% | -49.2% | +16.0% |
| 3Y | +63.9% | +94.2% | -30.3% | +43.3% |
| All | +63.9% | +88.1% | -24.2% | +43.3% |
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