+109.0%
CTVA vs ILMN
-51.8%
+160.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +4.9% | +1.2% | +3.7% | +4.8% |
| 30D | +11.9% | +9.2% | +2.7% | +10.7% |
| 3M | +13.7% | +29.8% | -16.2% | +10.1% |
| 6M | +13.1% | +69.2% | -56.1% | +6.0% |
| YTD | +32.0% | +66.4% | -34.4% | +23.6% |
| 1Y | +22.1% | +123.4% | -101.3% | +9.6% |
| 3Y | +77.5% | +33.2% | +44.3% | +66.1% |
| All | +109.0% | -51.8% | +160.9% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling