+4.0%
CTSH vs ILMN
+135.0%
-130.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.5% |
| 7D | +1.8% | -9.8% | +11.6% | +2.9% |
| 30D | +9.8% | -22.7% | +32.5% | +12.3% |
| 3M | +12.1% | +12.1% | +0.1% | +7.5% |
| 6M | +27.4% | +51.5% | -24.1% | +15.6% |
| YTD | -20.3% | +63.9% | -84.1% | -29.0% |
| 1Y | -8.8% | +76.6% | -85.4% | -19.9% |
| 3Y | +4.0% | +124.6% | -120.5% | -14.8% |
| All | +4.0% | +135.0% | -130.9% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling