+37.8%
CTSH vs ILMN
+61.7%
-23.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.4% |
| 7D | -2.3% | -2.6% | +0.3% | -2.0% |
| 30D | +7.4% | -20.6% | +28.1% | +11.2% |
| 3M | +10.9% | +17.5% | -6.5% | +4.8% |
| 6M | +24.7% | +55.6% | -31.0% | +10.1% |
| YTD | -22.0% | +68.3% | -90.3% | -32.7% |
| 1Y | -11.2% | +81.1% | -92.3% | -24.6% |
| 3Y | +3.9% | +112.2% | -108.3% | -19.0% |
| 5Y | -13.9% | -42.6% | +28.7% | -10.5% |
| 10Y | +37.8% | +70.5% | -32.7% | +13.3% |
| All | +37.8% | +61.7% | -23.9% | +13.3% |
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