+71.8%
ILMN vs CAG
-10.4%
+82.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -2.0% |
| 7D | +0.7% | -6.2% | +6.9% | -0.5% |
| 30D | -22.7% | +7.4% | -30.2% | -22.0% |
| 3M | +8.6% | -1.6% | +10.2% | +10.0% |
| 6M | +43.8% | +6.3% | +37.5% | +45.8% |
| YTD | +59.8% | -10.1% | +69.9% | +70.2% |
| 1Y | +71.8% | -10.2% | +82.0% | +81.5% |
| All | +71.8% | -10.4% | +82.2% | +81.5% |
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