-12.2%
CTSH vs ILMN
-43.7%
+31.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.6% |
| 7D | +1.8% | -9.8% | +11.6% | +3.2% |
| 30D | +9.8% | -22.7% | +32.5% | +13.0% |
| 3M | +12.1% | +12.1% | +0.1% | +7.8% |
| 6M | +27.4% | +51.5% | -24.1% | +15.7% |
| YTD | -20.3% | +63.9% | -84.1% | -28.9% |
| 1Y | -8.8% | +76.6% | -85.4% | -19.8% |
| 3Y | +4.0% | +124.6% | -120.5% | -15.6% |
| 5Y | -12.2% | -42.7% | +30.5% | -8.8% |
| All | -12.2% | -43.7% | +31.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling