+124.6%
ILMN vs CDW
-15.4%
+140.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -3.5% |
| 7D | -9.8% | +13.1% | -22.9% | -13.3% |
| 30D | -22.7% | +19.1% | -41.9% | -26.5% |
| 3M | +12.1% | +24.7% | -12.7% | +4.4% |
| 6M | +51.5% | +63.4% | -11.9% | +26.3% |
| YTD | +63.9% | +26.3% | +37.5% | +46.8% |
| 1Y | +76.6% | +20.6% | +56.0% | +62.0% |
| 3Y | +124.6% | -16.3% | +140.9% | +109.8% |
| All | +124.6% | -15.4% | +140.0% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling