+991.7%
ILMN vs CASY
+7,365.2%
-6,373.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.2% | -10.4% | -8.9% |
| 7D | -28.3% | +1.8% | -30.1% | -28.8% |
| 30D | -24.0% | +11.2% | -35.1% | -27.0% |
| 3M | +4.1% | -19.1% | +23.1% | +10.8% |
| 6M | +49.6% | -19.9% | +69.5% | +57.6% |
| YTD | +58.6% | +25.2% | +33.4% | +41.3% |
| 1Y | +69.9% | +31.6% | +38.3% | +48.3% |
| 3Y | +82.9% | +155.4% | -72.5% | +21.5% |
| 5Y | -47.6% | +251.5% | -299.1% | -69.5% |
| 10Y | +58.8% | +558.6% | -499.8% | -31.2% |
| All | +991.7% | +7,365.2% | -6,373.5% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling