+662.4%
CVS vs ILMN
+1,401.8%
-739.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.0% | +1.2% | +2.7% | +3.8% |
| 30D | -2.4% | +9.2% | -11.6% | -3.2% |
| 3M | +2.7% | +29.8% | -27.2% | +0.4% |
| 6M | +21.9% | +69.2% | -47.3% | +16.5% |
| YTD | +24.7% | +66.4% | -41.6% | +19.2% |
| 1Y | +35.4% | +123.4% | -88.0% | +26.0% |
| 3Y | +65.2% | +33.2% | +32.0% | +58.0% |
| 5Y | +30.5% | -52.0% | +82.5% | +33.1% |
| 10Y | +40.4% | +33.6% | +6.8% | +29.8% |
| All | +662.4% | +1,401.8% | -739.4% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling