+385.2%
CPRT vs ILMN
+64.4%
+320.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | +4.0% | -9.8% | +13.8% | +6.0% |
| 30D | +18.2% | -22.7% | +41.0% | +23.4% |
| 3M | +9.2% | +12.1% | -2.9% | +4.2% |
| 6M | -4.8% | +51.5% | -56.3% | -15.7% |
| YTD | -17.5% | +63.9% | -81.4% | -28.9% |
| 1Y | -22.0% | +76.6% | -98.6% | -34.0% |
| 3Y | -33.7% | +124.6% | -158.3% | -50.2% |
| 5Y | -15.0% | -42.7% | +27.7% | -9.9% |
| 10Y | +385.2% | +59.7% | +325.5% | +325.8% |
| All | +385.2% | +64.4% | +320.8% | +325.8% |
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