+192.1%
ILMN vs CDW
+1,039.4%
-847.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.9% |
| 7D | -6.0% | +2.6% | -8.6% | -7.0% |
| 30D | -23.0% | +20.4% | -43.4% | -29.2% |
| 3M | +10.4% | +28.5% | -18.0% | -2.2% |
| 6M | +49.4% | +70.6% | -21.2% | +14.0% |
| YTD | +62.3% | +29.1% | +33.3% | +36.7% |
| 1Y | +73.7% | +23.8% | +49.9% | +49.2% |
| 3Y | +122.5% | -14.5% | +137.0% | +124.7% |
| 5Y | -43.2% | -1.6% | -41.6% | -47.0% |
| 10Y | +59.0% | +322.0% | -263.1% | -26.3% |
| All | +192.1% | +1,039.4% | -847.3% | +13.9% |
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