+56.0%
ILMN vs CAPR
-65.7%
+121.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.1% |
| 7D | -2.9% | +5.9% | -8.8% | -3.0% |
| 30D | -23.8% | +44.6% | -68.4% | -24.3% |
| 3M | +7.5% | +126.4% | -118.9% | +5.7% |
| 6M | +42.8% | -68.6% | +111.3% | +43.6% |
| YTD | +57.8% | -67.0% | +124.8% | +58.3% |
| 1Y | +72.6% | +65.2% | +7.4% | +62.8% |
| 3Y | +129.3% | +235.6% | -106.2% | +107.8% |
| 5Y | -44.5% | +175.4% | -219.9% | -50.0% |
| All | +56.0% | -65.7% | +121.8% | +37.0% |
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