+29.1%
CAVA vs ILMN
+3.3%
+25.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.5% |
| 7D | -8.5% | -3.9% | -4.7% | -7.8% |
| 30D | -8.2% | +6.9% | -15.1% | -9.4% |
| 3M | -25.9% | +28.1% | -54.0% | -29.5% |
| 6M | -30.9% | +65.0% | -95.9% | -37.8% |
| YTD | -3.7% | +56.3% | -60.0% | -13.1% |
| 1Y | -13.4% | +108.7% | -122.1% | -28.1% |
| 3Y | +44.2% | +33.1% | +11.2% | +26.7% |
| All | +29.1% | +3.3% | +25.8% | +20.1% |
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