+38.8%
CAVA vs ILMN
+10.0%
+28.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -9.2% | +1.2% | -10.5% | -9.4% |
| 30D | -8.2% | +9.2% | -17.4% | -9.8% |
| 3M | -15.3% | +29.8% | -45.2% | -19.7% |
| 6M | -23.6% | +69.2% | -92.8% | -31.6% |
| YTD | +3.5% | +66.4% | -62.8% | -7.8% |
| 1Y | -7.9% | +123.4% | -131.3% | -24.6% |
| 3Y | +38.7% | +33.2% | +5.5% | +21.6% |
| All | +38.8% | +10.0% | +28.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling