+58.0%
ILMN vs CAG
-38.0%
+96.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | +0.7% | -6.2% | +6.9% | +1.8% |
| 30D | -22.7% | +7.4% | -30.2% | -24.2% |
| 3M | +8.6% | -1.6% | +10.2% | +8.4% |
| 6M | +43.8% | +6.3% | +37.5% | +40.6% |
| YTD | +59.8% | -10.1% | +69.9% | +61.1% |
| 1Y | +71.8% | -10.2% | +82.0% | +73.3% |
| 3Y | +119.0% | -37.3% | +156.3% | +136.8% |
| 5Y | -43.8% | -41.6% | -2.2% | -38.8% |
| All | +58.0% | -38.0% | +96.0% | +54.9% |
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