+94.2%
ILMN vs CASY
+154.1%
-59.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.5% |
| 7D | -9.7% | +1.1% | -10.8% | -9.8% |
| 30D | -20.4% | +8.7% | -29.1% | -21.5% |
| 3M | +10.0% | -17.3% | +27.3% | +12.9% |
| 6M | +49.5% | -19.7% | +69.2% | +53.8% |
| YTD | +62.5% | +24.8% | +37.7% | +51.7% |
| 1Y | +76.0% | +31.9% | +44.1% | +61.9% |
| 3Y | +94.2% | +155.4% | -61.2% | +42.4% |
| All | +94.2% | +154.1% | -59.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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