+32.3%
ILMN vs CDW
+285.0%
-252.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +1.2% | +3.2% | -2.0% | -0.2% |
| 30D | +9.2% | +9.3% | -0.1% | +4.6% |
| 3M | +29.8% | +9.8% | +20.1% | +22.8% |
| 6M | +69.2% | +23.3% | +45.9% | +47.1% |
| YTD | +66.4% | +13.7% | +52.7% | +49.2% |
| 1Y | +123.4% | -6.5% | +129.9% | +120.4% |
| 3Y | +33.2% | -25.2% | +58.4% | +44.4% |
| 5Y | -52.0% | -19.5% | -32.5% | -50.8% |
| All | +32.3% | +285.0% | -252.8% | -39.2% |
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