+93.9%
ILMN vs CAPR
+47.4%
+46.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.3% | -13.2% | -4.9% |
| 7D | -21.6% | +43.2% | -64.7% | -21.5% |
| 30D | -22.9% | +14.7% | -37.5% | -22.9% |
| 3M | +11.6% | +113.9% | -102.3% | +11.7% |
| 6M | +62.5% | -73.4% | +135.9% | +62.8% |
| YTD | +72.7% | -69.1% | +141.8% | +72.9% |
| 1Y | +93.9% | +47.2% | +46.7% | +94.8% |
| All | +93.9% | +47.4% | +46.4% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling