+1,242.9%
CDNS vs ILMN
+61.7%
+1,181.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +4.1% |
| 7D | +2.1% | -2.6% | +4.7% | +2.8% |
| 30D | -4.6% | -20.6% | +16.0% | +1.8% |
| 3M | -0.8% | +17.5% | -18.3% | -7.2% |
| 6M | -7.2% | +55.6% | -62.8% | -21.2% |
| YTD | +7.7% | +68.3% | -60.7% | -11.7% |
| 1Y | +3.5% | +81.1% | -77.6% | -17.2% |
| 3Y | +31.2% | +112.2% | -80.9% | -7.2% |
| 5Y | +84.5% | -42.6% | +127.1% | +103.1% |
| 10Y | +1,242.9% | +70.5% | +1,172.4% | +1,051.3% |
| All | +1,242.9% | +61.7% | +1,181.2% | +1,051.3% |
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