+76.6%
ILMN vs CAPR
+47.8%
+28.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.9% | +7.3% | -2.7% |
| 7D | -9.8% | +7.6% | -17.4% | -9.8% |
| 30D | -22.7% | +13.3% | -36.0% | -22.7% |
| 3M | +12.1% | +130.4% | -118.3% | +12.2% |
| 6M | +51.5% | -70.8% | +122.3% | +51.7% |
| YTD | +63.9% | -69.3% | +133.1% | +64.1% |
| 1Y | +76.6% | +59.5% | +17.0% | +77.5% |
| All | +76.6% | +47.8% | +28.7% | +77.5% |
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