+93.9%
ILMN vs CG
-14.1%
+107.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.5% | -9.4% | -5.4% |
| 7D | -21.6% | +9.4% | -31.0% | -22.4% |
| 30D | -22.9% | +8.7% | -31.6% | -23.6% |
| 3M | +11.6% | -15.0% | +26.6% | +15.1% |
| 6M | +62.5% | -13.2% | +75.7% | +69.3% |
| YTD | +72.7% | -26.2% | +98.9% | +79.2% |
| 1Y | +93.9% | -14.1% | +108.0% | +86.7% |
| All | +93.9% | -14.1% | +107.9% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling