+27.6%
ILMN vs CG
+345.5%
-318.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | +12.3% | -3.2% | +15.5% | +13.7% |
| 3M | +33.5% | +6.2% | +27.3% | +29.0% |
| 6M | +69.4% | -4.7% | +74.0% | +70.7% |
| YTD | +60.9% | -20.6% | +81.5% | +73.3% |
| 1Y | +115.0% | -26.4% | +141.3% | +137.1% |
| 3Y | +37.0% | +55.4% | -18.4% | +1.8% |
| 5Y | -53.1% | +9.8% | -63.0% | -60.8% |
| 10Y | +27.6% | +341.4% | -313.8% | -42.6% |
| All | +27.6% | +345.5% | -318.0% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling