+24.3%
ILMN vs CGNX
+193.6%
-169.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.0% |
| 7D | -5.4% | +3.2% | -8.6% | -6.5% |
| 30D | +7.0% | +6.0% | +1.0% | +4.2% |
| 3M | +24.2% | +3.5% | +20.7% | +20.7% |
| 6M | +69.9% | +26.3% | +43.6% | +50.6% |
| YTD | +57.4% | +79.2% | -21.8% | +14.0% |
| 1Y | +107.9% | +43.8% | +64.1% | +63.7% |
| 3Y | +37.1% | +52.0% | -14.8% | -1.0% |
| 5Y | -53.7% | -24.0% | -29.6% | -55.1% |
| All | +24.3% | +193.6% | -169.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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