+35.8%
CTSH vs ILMN
+60.6%
-24.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.2% |
| 7D | -0.6% | -9.7% | +9.1% | +1.2% |
| 30D | +13.4% | -20.4% | +33.8% | +17.2% |
| 3M | +14.4% | +10.0% | +4.4% | +9.6% |
| 6M | +27.7% | +49.5% | -21.8% | +13.7% |
| YTD | -20.6% | +62.5% | -83.1% | -31.1% |
| 1Y | -9.1% | +76.0% | -85.1% | -22.5% |
| 3Y | +3.1% | +94.2% | -91.1% | -18.0% |
| 5Y | -11.8% | -46.3% | +34.6% | -6.7% |
| All | +35.8% | +60.6% | -24.8% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling