+1,049.9%
ILMN vs CAPR
-99.1%
+1,149.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.6% | -4.6% | -8.1% |
| 7D | -28.3% | +29.7% | -58.0% | -28.5% |
| 30D | -24.0% | +11.0% | -34.9% | -24.1% |
| 3M | +4.1% | +118.8% | -114.8% | +2.6% |
| 6M | +49.6% | -73.9% | +123.5% | +50.7% |
| YTD | +58.6% | -70.2% | +128.8% | +59.3% |
| 1Y | +69.9% | +38.3% | +31.6% | +61.8% |
| 3Y | +82.9% | +199.7% | -116.8% | +69.2% |
| 5Y | -47.6% | +130.6% | -178.2% | -51.7% |
| 10Y | +58.8% | -68.5% | +127.3% | +42.5% |
| All | +1,049.9% | -99.1% | +1,149.0% | +898.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling