+132.3%
CNP vs ILMN
+32.2%
+100.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -1.8% | +9.2% | -11.0% | -3.1% |
| 3M | -4.6% | +29.8% | -34.5% | -8.2% |
| 6M | -8.8% | +69.2% | -78.0% | -15.6% |
| YTD | +5.2% | +66.4% | -61.1% | -2.7% |
| 1Y | +8.3% | +123.4% | -115.1% | -4.9% |
| 3Y | +54.9% | +33.2% | +21.7% | +44.4% |
| 5Y | +73.5% | -52.0% | +125.5% | +89.4% |
| All | +132.3% | +32.2% | +100.1% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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