-61.5%
CSGP vs ILMN
-49.5%
-12.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.6% | +0.1% |
| 7D | +13.9% | -28.3% | +42.2% | +21.0% |
| 30D | +16.0% | -24.0% | +40.0% | +21.0% |
| 3M | +6.1% | +4.1% | +2.0% | +1.2% |
| 6M | -8.2% | +49.6% | -57.7% | -21.2% |
| YTD | -52.3% | +58.6% | -110.9% | -60.0% |
| 1Y | -54.5% | +69.9% | -124.4% | -62.5% |
| 3Y | -58.6% | +82.9% | -141.5% | -68.5% |
| 5Y | -61.5% | -47.6% | -13.9% | -56.6% |
| All | -61.5% | -49.5% | -12.0% | -56.6% |
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