-10.9%
CTSH vs ILMN
-51.8%
+40.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -3.3% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +12.4% | +9.2% | +3.2% | +10.5% |
| 3M | +17.4% | +29.8% | -12.5% | +11.7% |
| 6M | -3.1% | +69.2% | -72.3% | -12.2% |
| YTD | -23.6% | +66.4% | -89.9% | -30.8% |
| 1Y | -10.8% | +123.4% | -134.2% | -23.9% |
| 3Y | -8.3% | +33.2% | -41.5% | -16.7% |
| All | -10.9% | -51.8% | +40.9% | -1.0% |
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