+4,025.8%
CTSH vs ILMN
+1,401.8%
+2,624.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +17.4% | +29.8% | -12.5% | +11.3% |
| 6M | -3.1% | +69.2% | -72.3% | -12.8% |
| YTD | -23.6% | +66.4% | -89.9% | -31.2% |
| 1Y | -10.8% | +123.4% | -134.2% | -24.7% |
| 3Y | -8.3% | +33.2% | -41.5% | -17.0% |
| 5Y | -11.3% | -52.0% | +40.6% | -6.3% |
| 10Y | +22.6% | +33.6% | -11.0% | +3.0% |
| All | +4,025.8% | +1,401.8% | +2,624.0% | +1,647.8% |
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 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