+1,157.5%
CDNS vs ILMN
+60.6%
+1,097.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +2.0% |
| 7D | -2.4% | -9.7% | +7.3% | +0.5% |
| 30D | -10.2% | -20.4% | +10.2% | -4.3% |
| 3M | -5.5% | +10.0% | -15.5% | -9.8% |
| 6M | -9.9% | +49.5% | -59.3% | -22.5% |
| YTD | +2.3% | +62.5% | -60.1% | -15.1% |
| 1Y | -1.4% | +76.0% | -77.4% | -20.5% |
| 3Y | +28.1% | +94.2% | -66.1% | -6.7% |
| 5Y | +79.7% | -46.3% | +126.0% | +102.5% |
| All | +1,157.5% | +60.6% | +1,097.0% | +996.2% |
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 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