+13.0%
CVS vs ILMN
-44.7%
+57.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +6.6% | -2.9% | +9.4% | +6.7% |
| 30D | -0.4% | -23.8% | +23.4% | +0.9% |
| 3M | -5.3% | +7.5% | -12.7% | -6.2% |
| 6M | -7.7% | +42.8% | -50.5% | -10.4% |
| YTD | +16.0% | +57.8% | -41.8% | +11.6% |
| 1Y | +16.2% | +72.6% | -56.4% | +11.1% |
| 3Y | +47.6% | +129.3% | -81.8% | +36.2% |
| All | +13.0% | -44.7% | +57.6% | +10.7% |
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