+24.3%
ILMN vs CAPR
-78.4%
+102.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.6% |
| 7D | -5.4% | -11.0% | +5.6% | -5.2% |
| 30D | +7.0% | +99.8% | -92.7% | +5.7% |
| 3M | +24.2% | -66.6% | +90.8% | +25.0% |
| 6M | +69.9% | -75.1% | +145.0% | +71.7% |
| YTD | +57.4% | -71.0% | +128.4% | +58.5% |
| 1Y | +107.9% | +30.0% | +77.9% | +96.8% |
| 3Y | +37.1% | +29.0% | +8.2% | +26.4% |
| 5Y | -53.7% | +70.8% | -124.5% | -58.0% |
| All | +24.3% | -78.4% | +102.8% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling