+4,305.8%
CTSH vs ILMN
+1,331.5%
+2,974.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.2% | +9.3% | +2.6% |
| 7D | +6.4% | -28.3% | +34.7% | +12.2% |
| 30D | +16.3% | -24.0% | +40.2% | +21.0% |
| 3M | +20.0% | +4.1% | +15.9% | +17.2% |
| 6M | +29.9% | +49.6% | -19.6% | +18.1% |
| YTD | -18.4% | +58.6% | -77.0% | -27.0% |
| 1Y | -8.9% | +69.9% | -78.7% | -19.5% |
| 3Y | +6.0% | +82.9% | -76.9% | -10.8% |
| 5Y | -9.3% | -47.6% | +38.3% | -7.0% |
| 10Y | +46.7% | +58.8% | -12.1% | +18.8% |
| All | +4,305.8% | +1,331.5% | +2,974.4% | +1,755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling