+41.1%
CVS vs ILMN
+113.9%
-72.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -1.6% | +1.9% | -3.5% | -1.6% |
| 30D | +0.4% | +12.3% | -11.9% | +0.1% |
| 3M | -0.4% | +33.5% | -34.0% | -1.3% |
| 6M | +25.1% | +69.4% | -44.2% | +23.1% |
| YTD | +23.9% | +60.9% | -37.0% | +22.3% |
| 1Y | +41.1% | +115.0% | -73.9% | +38.9% |
| All | +41.1% | +113.9% | -72.8% | +38.9% |
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