+115.0%
ILMN vs CAG
-15.1%
+130.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.3% |
| 7D | +1.9% | -5.3% | +7.2% | +1.9% |
| 30D | +12.3% | +1.0% | +11.3% | +12.3% |
| 3M | +33.5% | +17.4% | +16.2% | +33.4% |
| 6M | +69.4% | -16.8% | +86.2% | +71.4% |
| YTD | +60.9% | -6.8% | +67.7% | +65.2% |
| 1Y | +115.0% | -15.4% | +130.4% | +129.9% |
| All | +115.0% | -15.1% | +130.1% | +129.9% |
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 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