+73.9%
CNP vs ILMN
-46.1%
+120.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.6% |
| 7D | -4.2% | -9.7% | +5.5% | -3.6% |
| 30D | +5.5% | -20.4% | +25.9% | +6.8% |
| 3M | +0.6% | +10.0% | -9.4% | -0.8% |
| 6M | -2.8% | +49.5% | -52.3% | -6.5% |
| YTD | +7.9% | +62.5% | -54.6% | +2.7% |
| 1Y | +6.7% | +76.0% | -69.3% | +0.8% |
| 3Y | +61.1% | +94.2% | -33.0% | +47.5% |
| All | +73.9% | -46.1% | +120.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling