-51.4%
ILMN vs CAG
-40.1%
-11.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -3.8% | +5.0% | +1.8% |
| 30D | +9.2% | +3.1% | +6.0% | +8.6% |
| 3M | +29.8% | +23.5% | +6.4% | +24.8% |
| 6M | +69.2% | -14.8% | +84.0% | +74.4% |
| YTD | +66.4% | -5.4% | +71.8% | +67.5% |
| 1Y | +123.4% | -11.8% | +135.2% | +128.2% |
| 3Y | +33.2% | -36.7% | +69.8% | +43.6% |
| All | -51.4% | -40.1% | -11.3% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling