+70.5%
ILMN vs CAG
-38.3%
+108.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -2.6% | +4.6% | -7.1% | -3.4% |
| 30D | -20.6% | +14.7% | -35.3% | -23.0% |
| 3M | +17.5% | +2.4% | +15.1% | +16.5% |
| 6M | +55.6% | +10.7% | +44.9% | +51.4% |
| YTD | +68.3% | -5.5% | +73.8% | +68.4% |
| 1Y | +81.1% | -4.6% | +85.7% | +80.7% |
| 3Y | +112.2% | -34.4% | +146.6% | +127.2% |
| 5Y | -42.6% | -39.2% | -3.4% | -38.0% |
| 10Y | +70.5% | -39.0% | +109.4% | +71.3% |
| All | +70.5% | -38.3% | +108.8% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling