+49.6%
ILMN vs CAPR
-74.5%
+124.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -8.2% |
| 7D | -28.3% | +29.7% | -58.0% | -28.2% |
| 30D | -24.0% | +11.0% | -34.9% | -23.9% |
| 3M | +4.1% | +118.8% | -114.8% | +4.9% |
| 6M | +49.6% | -73.9% | +123.5% | +61.1% |
| All | +49.6% | -74.5% | +124.1% | +61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling