-43.8%
ILMN vs CP
+25.5%
-69.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.9% | +2.1% | -5.0% | -3.9% |
| 30D | -23.8% | +9.3% | -33.2% | -27.8% |
| 3M | +7.5% | +0.5% | +7.0% | +6.7% |
| 6M | +42.8% | +10.4% | +32.3% | +33.6% |
| YTD | +57.8% | +28.7% | +29.1% | +33.3% |
| 1Y | +72.6% | +33.2% | +39.4% | +42.5% |
| 3Y | +129.3% | +38.4% | +90.9% | +81.1% |
| All | -43.8% | +25.5% | -69.4% | -54.3% |
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