+124.1%
ILMN vs CYCU
-99.9%
+224.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.9% |
| 7D | -21.6% | +1.2% | -22.8% | -21.6% |
| 30D | -22.9% | -31.5% | +8.7% | -22.5% |
| 3M | +11.6% | -62.0% | +73.6% | +12.6% |
| 6M | +62.5% | -67.4% | +130.0% | +58.7% |
| YTD | +72.7% | -88.6% | +161.3% | +70.5% |
| 1Y | +93.9% | -88.5% | +182.4% | +90.1% |
| All | +124.1% | -99.9% | +224.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 10y: compounded portfolio wealth divided by compounded CYCU 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…
10y analysis · Full analysis span regression · 6 months rolling