+1,018.6%
ILMN vs CASY
+7,344.8%
-6,326.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.6% |
| 7D | -9.7% | +1.1% | -10.8% | -10.1% |
| 30D | -20.4% | +8.7% | -29.1% | -23.0% |
| 3M | +10.0% | -17.3% | +27.3% | +16.3% |
| 6M | +49.5% | -19.7% | +69.2% | +57.4% |
| YTD | +62.5% | +24.8% | +37.7% | +44.9% |
| 1Y | +76.0% | +31.9% | +44.1% | +53.5% |
| 3Y | +94.2% | +155.4% | -61.2% | +29.0% |
| 5Y | -46.3% | +250.6% | -296.9% | -68.7% |
| 10Y | +62.7% | +556.8% | -494.1% | -29.5% |
| All | +1,018.6% | +7,344.8% | -6,326.1% | +48.3% |
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