+60.5%
ILMN vs CAG
-36.8%
+97.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.5% |
| 7D | -6.0% | -1.8% | -4.3% | -5.8% |
| 30D | -23.0% | +9.7% | -32.7% | -24.8% |
| 3M | +10.4% | +0.5% | +9.9% | +9.8% |
| 6M | +49.4% | +8.9% | +40.5% | +45.5% |
| YTD | +62.3% | -8.4% | +70.7% | +63.2% |
| 1Y | +73.7% | -8.3% | +82.0% | +74.5% |
| 3Y | +122.5% | -36.1% | +158.6% | +139.8% |
| 5Y | -43.2% | -40.1% | -3.0% | -38.4% |
| All | +60.5% | -36.8% | +97.3% | +56.9% |
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