-45.5%
ILMN vs CG
-22.2%
-23.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.7% |
| 7D | -9.7% | -1.2% | -8.5% | -9.3% |
| 30D | -20.4% | +5.0% | -25.4% | -22.3% |
| 3M | +10.0% | -18.2% | +28.2% | +19.3% |
| 6M | +49.5% | -20.7% | +70.2% | +62.8% |
| YTD | +62.5% | -31.4% | +93.9% | +86.3% |
| 1Y | +76.0% | -22.3% | +98.2% | +89.6% |
| 3Y | +94.2% | +50.2% | +44.0% | +33.3% |
| All | -45.5% | -22.2% | -23.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling