-42.6%
ILMN vs CP
+27.1%
-69.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.5% |
| 7D | -2.6% | +2.8% | -5.3% | -4.1% |
| 30D | -20.6% | +11.3% | -32.0% | -25.6% |
| 3M | +17.5% | +2.9% | +14.6% | +15.1% |
| 6M | +55.6% | +9.8% | +45.8% | +46.1% |
| YTD | +68.3% | +28.5% | +39.8% | +42.2% |
| 1Y | +81.1% | +33.5% | +47.6% | +49.2% |
| 3Y | +112.2% | +31.9% | +80.2% | +72.9% |
| 5Y | -42.6% | +25.5% | -68.1% | -53.3% |
| All | -42.6% | +27.1% | -69.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling