+427.4%
CPRT vs ILMN
+32.2%
+395.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +16.6% | +9.2% | +7.5% | +14.2% |
| 3M | +9.6% | +29.8% | -20.3% | +2.9% |
| 6M | -11.1% | +69.2% | -80.3% | -21.7% |
| YTD | -13.9% | +66.4% | -80.2% | -24.2% |
| 1Y | -32.5% | +123.4% | -155.9% | -45.3% |
| 3Y | -25.0% | +33.2% | -58.2% | -33.4% |
| 5Y | -7.4% | -52.0% | +44.6% | +3.9% |
| All | +427.4% | +32.2% | +395.2% | +364.3% |
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