-25.4%
CPRT vs ILMN
+33.7%
-59.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +16.6% | +9.2% | +7.5% | +15.3% |
| 3M | +9.6% | +29.8% | -20.3% | +6.1% |
| 6M | -11.1% | +69.2% | -80.3% | -16.8% |
| YTD | -13.9% | +66.4% | -80.2% | -19.4% |
| 1Y | -32.5% | +123.4% | -155.9% | -39.5% |
| All | -25.4% | +33.7% | -59.1% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling