-51.4%
ILMN vs CAPR
+84.7%
-136.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | +1.2% | -2.0% | +3.2% | +1.2% |
| 30D | +9.2% | +139.2% | -130.0% | +7.5% |
| 3M | +29.8% | -66.4% | +96.2% | +30.8% |
| 6M | +69.2% | -63.1% | +132.3% | +70.0% |
| YTD | +66.4% | -67.4% | +133.8% | +67.4% |
| 1Y | +123.4% | +58.2% | +65.2% | +108.5% |
| 3Y | +33.2% | +42.2% | -9.0% | +12.6% |
| All | -51.4% | +84.7% | -136.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling