+59.7%
ILMN vs CP
+255.2%
-195.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -9.8% | +2.8% | -12.6% | -11.1% |
| 30D | -22.7% | +11.0% | -33.8% | -27.0% |
| 3M | +12.1% | +3.8% | +8.2% | +9.5% |
| 6M | +51.5% | +9.5% | +42.0% | +43.3% |
| YTD | +63.9% | +28.2% | +35.7% | +41.6% |
| 1Y | +76.6% | +33.0% | +43.6% | +49.5% |
| 3Y | +124.6% | +35.5% | +89.0% | +87.2% |
| 5Y | -42.7% | +25.8% | -68.5% | -50.8% |
| 10Y | +59.7% | +250.7% | -191.1% | -16.1% |
| All | +59.7% | +255.2% | -195.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling