-16.2%
CDNS vs ILMN
+127.6%
-143.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -14.0% | +1.2% | -15.2% | -14.2% |
| 30D | -13.2% | +9.2% | -22.3% | -14.5% |
| 3M | -28.9% | +29.8% | -58.7% | -32.2% |
| 6M | -4.2% | +69.2% | -73.4% | -13.6% |
| YTD | -6.4% | +66.4% | -72.7% | -15.6% |
| 1Y | -16.2% | +123.4% | -139.6% | -29.2% |
| All | -16.2% | +127.6% | -143.9% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling