+381.9%
CNP vs ILMN
+1,331.5%
-949.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.2% | +5.6% | -1.9% |
| 7D | -5.3% | -28.3% | +23.0% | -2.8% |
| 30D | +3.7% | -24.0% | +27.6% | +5.8% |
| 3M | -1.1% | +4.1% | -5.2% | -2.0% |
| 6M | -7.1% | +49.6% | -56.7% | -11.0% |
| YTD | +6.0% | +58.6% | -52.6% | +0.8% |
| 1Y | +5.2% | +69.9% | -64.7% | -0.7% |
| 3Y | +57.5% | +82.9% | -25.3% | +45.1% |
| 5Y | +70.0% | -47.6% | +117.6% | +71.8% |
| 10Y | +137.8% | +58.8% | +79.0% | +116.5% |
| All | +381.9% | +1,331.5% | -949.6% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling