+37.0%
ILMN vs CBOE
+95.4%
-58.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.3% |
| 7D | +1.9% | -4.6% | +6.5% | +1.7% |
| 30D | +12.3% | +2.6% | +9.7% | +12.4% |
| 3M | +33.5% | +4.9% | +28.6% | +34.4% |
| 6M | +69.4% | -2.2% | +71.5% | +69.6% |
| YTD | +60.9% | +17.7% | +43.2% | +65.3% |
| 1Y | +115.0% | +26.1% | +88.9% | +123.3% |
| 3Y | +37.0% | +97.1% | -60.1% | +51.0% |
| All | +37.0% | +95.4% | -58.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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