+70.5%
ILMN vs CDW
+325.6%
-255.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.3% | +1.5% |
| 7D | -2.6% | +9.3% | -11.9% | -6.7% |
| 30D | -20.6% | +15.8% | -36.4% | -25.6% |
| 3M | +17.5% | +21.8% | -4.3% | +6.6% |
| 6M | +55.6% | +58.8% | -3.2% | +22.6% |
| YTD | +68.3% | +22.8% | +45.6% | +45.0% |
| 1Y | +81.1% | +17.9% | +63.2% | +59.1% |
| 3Y | +112.2% | -17.4% | +129.6% | +118.1% |
| 5Y | -42.6% | -5.7% | -36.9% | -45.5% |
| 10Y | +70.5% | +319.5% | -249.0% | -2.3% |
| All | +70.5% | +325.6% | -255.1% | -2.3% |
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