+59.0%
ILMN vs CAPR
-59.1%
+118.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +26.5% | -27.4% | -1.3% |
| 7D | -6.0% | +25.8% | -31.8% | -6.4% |
| 30D | -23.0% | +50.2% | -73.2% | -23.6% |
| 3M | +10.4% | +185.5% | -175.1% | +8.3% |
| 6M | +49.4% | -64.8% | +114.2% | +50.0% |
| YTD | +62.3% | -61.1% | +123.5% | +62.5% |
| 1Y | +73.7% | +81.0% | -7.3% | +63.7% |
| 3Y | +122.5% | +300.7% | -178.2% | +101.2% |
| 5Y | -43.2% | +223.3% | -266.5% | -48.9% |
| 10Y | +59.0% | -58.8% | +117.7% | +39.1% |
| All | +59.0% | -59.1% | +118.0% | +39.1% |
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