+31.8%
ILMN vs CP
+220.9%
-189.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | +9.2% | +0.2% | +9.0% | +9.1% |
| 3M | +29.8% | +2.6% | +27.3% | +27.8% |
| 6M | +69.2% | +6.0% | +63.2% | +63.1% |
| YTD | +66.4% | +24.9% | +41.4% | +46.2% |
| 1Y | +123.4% | +20.1% | +103.3% | +100.1% |
| 3Y | +33.2% | +16.4% | +16.8% | +20.4% |
| 5Y | -52.0% | +31.7% | -83.7% | -59.5% |
| All | +31.8% | +220.9% | -189.1% | -30.9% |
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