+77.1%
CDNS vs ILMN
-44.7%
+121.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | +1.0% | -2.9% | +3.8% | +1.7% |
| 30D | -2.0% | -23.8% | +21.9% | +4.5% |
| 3M | -0.2% | +7.5% | -7.7% | -3.2% |
| 6M | -8.9% | +42.8% | -51.7% | -18.4% |
| YTD | +3.3% | +57.8% | -54.5% | -10.5% |
| 1Y | +2.2% | +72.6% | -70.4% | -13.7% |
| 3Y | +22.4% | +129.3% | -107.0% | -10.1% |
| All | +77.1% | -44.7% | +121.8% | +113.5% |
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