+33.0%
CAVA vs ILMN
+4.3%
+28.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -1.6% | -2.9% | +1.3% | -1.0% |
| 30D | +12.9% | -23.8% | +36.7% | +17.4% |
| 3M | -19.3% | +7.5% | -26.8% | -21.7% |
| 6M | -19.5% | +42.8% | -62.2% | -26.3% |
| YTD | -0.8% | +57.8% | -58.6% | -12.1% |
| 1Y | +20.8% | +72.6% | -51.8% | +4.7% |
| 3Y | +85.7% | +129.3% | -43.7% | +31.5% |
| All | +33.0% | +4.3% | +28.7% | +21.6% |
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