+31.0%
CAVA vs ILMN
+5.6%
+25.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -4.4% | +0.7% | -5.2% | -4.5% |
| 30D | +8.2% | -22.7% | +31.0% | +12.4% |
| 3M | -17.4% | +8.6% | -26.1% | -20.0% |
| 6M | -25.7% | +43.8% | -69.5% | -32.1% |
| YTD | -2.3% | +59.8% | -62.0% | -13.6% |
| 1Y | +17.6% | +71.8% | -54.1% | +2.2% |
| 3Y | +84.6% | +119.0% | -34.4% | +33.6% |
| All | +31.0% | +5.6% | +25.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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