+129.3%
ILMN vs CG
+46.4%
+83.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.5% |
| 7D | -2.9% | +0.2% | -3.0% | -2.9% |
| 30D | -23.8% | +11.2% | -35.0% | -26.2% |
| 3M | +7.5% | -22.1% | +29.5% | +15.7% |
| 6M | +42.8% | -17.9% | +60.7% | +50.5% |
| YTD | +57.8% | -31.3% | +89.1% | +74.7% |
| 1Y | +72.6% | -24.0% | +96.6% | +84.0% |
| 3Y | +129.3% | +45.0% | +84.4% | +56.6% |
| All | +129.3% | +46.4% | +83.0% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling