-45.5%
ILMN vs CAPR
+142.6%
-188.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +2.4% |
| 7D | -9.7% | +41.1% | -50.8% | -10.1% |
| 30D | -20.4% | +11.1% | -31.5% | -20.6% |
| 3M | +10.0% | +115.3% | -105.3% | +8.4% |
| 6M | +49.5% | -73.8% | +123.3% | +50.9% |
| YTD | +62.5% | -68.8% | +131.3% | +63.4% |
| 1Y | +76.0% | +43.3% | +32.7% | +65.7% |
| 3Y | +94.2% | +214.7% | -120.5% | +52.0% |
| All | -45.5% | +142.6% | -188.1% | -59.8% |
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