+59.7%
ILMN vs CDW
+329.6%
-269.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -3.9% |
| 7D | -9.8% | +13.1% | -22.9% | -14.9% |
| 30D | -22.7% | +19.1% | -41.9% | -28.5% |
| 3M | +12.1% | +24.7% | -12.7% | +0.6% |
| 6M | +51.5% | +63.4% | -11.9% | +17.9% |
| YTD | +63.9% | +26.3% | +37.5% | +39.4% |
| 1Y | +76.6% | +20.6% | +56.0% | +53.6% |
| 3Y | +124.6% | -16.3% | +140.9% | +129.9% |
| 5Y | -42.7% | -3.9% | -38.8% | -46.1% |
| 10Y | +59.7% | +331.5% | -271.8% | -11.8% |
| All | +59.7% | +329.6% | -269.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling