+1,235.1%
CDNS vs ILMN
+64.4%
+1,170.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.6% |
| 7D | +2.4% | -9.8% | +12.2% | +5.7% |
| 30D | -6.0% | -22.7% | +16.7% | +1.1% |
| 3M | -0.1% | +12.1% | -12.1% | -5.1% |
| 6M | -8.6% | +51.5% | -60.0% | -21.7% |
| YTD | +6.1% | +63.9% | -57.8% | -12.3% |
| 1Y | +0.8% | +76.6% | -75.7% | -18.8% |
| 3Y | +26.8% | +124.6% | -97.8% | -12.2% |
| 5Y | +86.9% | -42.7% | +129.6% | +105.4% |
| 10Y | +1,235.1% | +59.7% | +1,175.4% | +1,067.4% |
| All | +1,235.1% | +64.4% | +1,170.7% | +1,067.4% |
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