-53.1%
ILMN vs CGNX
-25.4%
-27.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.1% |
| 7D | -5.4% | +3.2% | -8.6% | -6.4% |
| 30D | +7.0% | +6.0% | +1.0% | +4.4% |
| 3M | +24.2% | +3.5% | +20.7% | +20.9% |
| 6M | +69.9% | +26.3% | +43.6% | +51.7% |
| YTD | +57.4% | +79.2% | -21.8% | +15.1% |
| 1Y | +107.9% | +43.8% | +64.1% | +66.0% |
| 3Y | +37.1% | +52.0% | -14.8% | -1.8% |
| All | -53.1% | -25.4% | -27.7% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling