+771.7%
CSGP vs ILMN
+1,459.1%
-687.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +4.8% |
| 7D | +18.3% | -21.6% | +39.9% | +22.3% |
| 30D | +17.8% | -22.9% | +40.7% | +21.7% |
| 3M | +9.3% | +11.6% | -2.3% | +5.4% |
| 6M | -7.9% | +62.5% | -70.5% | -17.2% |
| YTD | -51.5% | +72.7% | -124.3% | -57.0% |
| 1Y | -53.3% | +93.9% | -147.2% | -59.4% |
| 3Y | -57.9% | +99.2% | -157.1% | -64.6% |
| 5Y | -61.3% | -44.8% | -16.5% | -60.5% |
| 10Y | +77.5% | +73.0% | +4.6% | +49.5% |
| All | +771.7% | +1,459.1% | -687.3% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling