-65.3%
CSGP vs ILMN
+127.6%
-193.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.2% |
| 7D | -4.1% | +1.2% | -5.3% | -4.2% |
| 30D | +2.3% | +9.2% | -6.9% | +0.7% |
| 3M | -8.2% | +29.8% | -38.0% | -12.5% |
| 6M | -35.1% | +69.2% | -104.3% | -41.4% |
| YTD | -54.0% | +66.4% | -120.4% | -58.4% |
| 1Y | -65.3% | +123.4% | -188.7% | -69.4% |
| All | -65.3% | +127.6% | -193.0% | -69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling