+192.3%
ILMN vs CDW
+933.5%
-741.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.8% |
| 7D | -9.7% | +2.1% | -11.8% | -11.0% |
| 30D | -20.4% | +14.7% | -35.2% | -25.2% |
| 3M | +10.0% | +11.1% | -1.1% | +3.8% |
| 6M | +49.5% | +45.6% | +3.9% | +22.2% |
| YTD | +62.5% | +17.1% | +45.4% | +42.8% |
| 1Y | +76.0% | +13.2% | +62.8% | +57.1% |
| 3Y | +94.2% | -22.2% | +116.4% | +104.1% |
| 5Y | -46.3% | -10.1% | -36.2% | -48.0% |
| 10Y | +62.7% | +307.0% | -244.2% | -23.4% |
| All | +192.3% | +933.5% | -741.2% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling