+93.9%
ILMN vs CAG
-6.8%
+100.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.0% | -10.9% | -3.9% |
| 7D | -21.6% | +9.7% | -31.3% | -20.3% |
| 30D | -22.9% | +15.8% | -38.6% | -21.7% |
| 3M | +11.6% | +1.8% | +9.8% | +13.7% |
| 6M | +62.5% | +11.5% | +51.0% | +65.7% |
| YTD | +72.7% | -6.7% | +79.4% | +84.2% |
| 1Y | +93.9% | -5.6% | +99.5% | +104.2% |
| All | +93.9% | -6.8% | +100.7% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling