-53.1%
ILMN vs CBOE
+151.5%
-204.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +1.9% | -4.6% | +6.5% | +2.8% |
| 30D | +12.3% | +2.6% | +9.7% | +11.5% |
| 3M | +33.5% | +4.9% | +28.6% | +31.6% |
| 6M | +69.4% | -2.2% | +71.5% | +68.4% |
| YTD | +60.9% | +17.7% | +43.2% | +52.2% |
| 1Y | +115.0% | +26.1% | +88.9% | +99.5% |
| 3Y | +37.0% | +97.1% | -60.1% | -1.5% |
| 5Y | -53.1% | +149.2% | -202.3% | -73.1% |
| All | -53.1% | +151.5% | -204.7% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling