+389.5%
ILMN vs CG
+351.2%
+38.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.9% |
| 7D | +1.2% | -4.3% | +5.5% | +3.0% |
| 30D | +9.2% | -5.1% | +14.3% | +11.3% |
| 3M | +29.8% | +8.7% | +21.2% | +24.7% |
| 6M | +69.2% | -9.2% | +78.4% | +73.8% |
| YTD | +66.4% | -18.9% | +85.2% | +76.7% |
| 1Y | +123.4% | -25.6% | +149.0% | +143.6% |
| 3Y | +33.2% | +57.3% | -24.1% | +2.4% |
| 5Y | -52.0% | +10.2% | -62.1% | -58.7% |
| 10Y | +33.6% | +364.2% | -330.6% | -32.8% |
| All | +389.5% | +351.2% | +38.3% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling