+1,199.9%
CDNS vs ILMN
+59.3%
+1,140.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.1% | -6.0% | +5.9% | +1.9% |
| 30D | -5.5% | -23.0% | +17.5% | +1.8% |
| 3M | +0.5% | +10.4% | -9.9% | -4.1% |
| 6M | -9.6% | +49.4% | -59.0% | -22.3% |
| YTD | +5.3% | +62.3% | -57.0% | -12.6% |
| 1Y | +3.4% | +73.7% | -70.3% | -16.3% |
| 3Y | +25.9% | +122.5% | -96.6% | -12.6% |
| 5Y | +85.8% | -43.2% | +128.9% | +104.7% |
| 10Y | +1,199.9% | +59.0% | +1,140.9% | +1,032.4% |
| All | +1,199.9% | +59.3% | +1,140.6% | +1,032.4% |
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