+77.4%
CDNS vs ILMN
-51.8%
+129.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -14.0% | +1.2% | -15.2% | -14.3% |
| 30D | -13.2% | +9.2% | -22.3% | -15.3% |
| 3M | -28.9% | +29.8% | -58.7% | -33.9% |
| 6M | -4.2% | +69.2% | -73.4% | -17.3% |
| YTD | -6.4% | +66.4% | -72.7% | -19.3% |
| 1Y | -16.2% | +123.4% | -139.6% | -34.2% |
| 3Y | +20.2% | +33.2% | -13.0% | +5.7% |
| All | +77.4% | -51.8% | +129.2% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling