-45.5%
ILMN vs CAG
-39.4%
-6.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.6% |
| 7D | -9.7% | +5.8% | -15.5% | -10.3% |
| 30D | -20.4% | +16.4% | -36.8% | -22.3% |
| 3M | +10.0% | +3.8% | +6.2% | +9.5% |
| 6M | +49.5% | +10.8% | +38.7% | +46.6% |
| YTD | +62.5% | -5.8% | +68.3% | +64.0% |
| 1Y | +76.0% | -2.4% | +78.4% | +76.1% |
| 3Y | +94.2% | -33.4% | +127.6% | +107.6% |
| All | -45.5% | -39.4% | -6.1% | -40.3% |
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