+73.8%
CNP vs ILMN
-43.8%
+117.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.1% | -6.0% | +5.9% | +0.3% |
| 30D | +5.0% | -23.0% | +28.1% | +6.6% |
| 3M | +2.7% | +10.4% | -7.8% | +1.3% |
| 6M | -1.9% | +49.4% | -51.3% | -5.6% |
| YTD | +8.8% | +62.3% | -53.6% | +3.6% |
| 1Y | +5.6% | +73.7% | -68.0% | -0.1% |
| 3Y | +63.2% | +122.5% | -59.3% | +46.8% |
| 5Y | +73.8% | -43.2% | +116.9% | +75.4% |
| All | +73.8% | -43.8% | +117.5% | +75.4% |
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