+72.6%
ILMN vs CP
+31.6%
+41.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.9% | +2.1% | -5.0% | -2.8% |
| 30D | -23.8% | +9.3% | -33.2% | -24.0% |
| 3M | +7.5% | +0.5% | +7.0% | +7.7% |
| 6M | +42.8% | +10.4% | +32.3% | +42.4% |
| YTD | +57.8% | +28.7% | +29.1% | +61.6% |
| 1Y | +72.6% | +33.2% | +39.4% | +74.6% |
| All | +72.6% | +31.6% | +41.0% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling