-7.9%
CSGP vs ILMN
+67.2%
-75.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +2.8% |
| 7D | +18.3% | -21.6% | +39.9% | +12.7% |
| 30D | +17.8% | -22.9% | +40.7% | +12.8% |
| 3M | +9.3% | +11.6% | -2.3% | +5.4% |
| 6M | -7.9% | +62.5% | -70.5% | -3.8% |
| All | -7.9% | +67.2% | -75.2% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling