+400.7%
ILMN vs CBOE
+1,045.3%
-644.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -3.6% | +4.8% | +2.2% |
| 30D | +9.2% | +5.1% | +4.1% | +7.3% |
| 3M | +29.8% | +4.6% | +25.2% | +26.9% |
| 6M | +69.2% | -0.3% | +69.5% | +66.6% |
| YTD | +66.4% | +19.8% | +46.6% | +54.3% |
| 1Y | +123.4% | +28.4% | +95.0% | +102.4% |
| 3Y | +33.2% | +104.1% | -70.9% | -0.7% |
| 5Y | -52.0% | +150.9% | -202.9% | -67.0% |
| 10Y | +33.6% | +393.5% | -359.9% | -32.4% |
| All | +400.7% | +1,045.3% | -644.6% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling