-51.4%
ILMN vs CG
+10.1%
-61.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.8% |
| 7D | +1.2% | -4.3% | +5.5% | +3.2% |
| 30D | +9.2% | -5.1% | +14.3% | +11.6% |
| 3M | +29.8% | +8.7% | +21.2% | +24.0% |
| 6M | +69.2% | -9.2% | +78.4% | +74.5% |
| YTD | +66.4% | -18.9% | +85.2% | +78.2% |
| 1Y | +123.4% | -25.6% | +149.0% | +147.2% |
| 3Y | +33.2% | +57.3% | -24.1% | -7.7% |
| All | -51.4% | +10.1% | -61.5% | -62.5% |
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