+129.3%
ILMN vs CAG
-36.3%
+165.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.2% |
| 7D | -2.9% | -3.3% | +0.5% | -2.8% |
| 30D | -23.8% | +7.7% | -31.5% | -24.4% |
| 3M | +7.5% | -3.2% | +10.6% | +8.2% |
| 6M | +42.8% | +7.0% | +35.8% | +41.5% |
| YTD | +57.8% | -9.0% | +66.8% | +60.7% |
| 1Y | +72.6% | -9.6% | +82.2% | +75.9% |
| 3Y | +129.3% | -36.0% | +165.3% | +124.2% |
| All | +129.3% | -36.3% | +165.7% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling