+1,045.4%
ILMN vs CP
+4,815.8%
-3,770.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | +9.2% | +0.2% | +9.0% | +9.1% |
| 3M | +29.8% | +2.6% | +27.3% | +28.0% |
| 6M | +69.2% | +6.0% | +63.2% | +63.7% |
| YTD | +66.4% | +24.9% | +41.4% | +48.2% |
| 1Y | +123.4% | +20.1% | +103.3% | +102.4% |
| 3Y | +33.2% | +16.4% | +16.8% | +22.1% |
| 5Y | -52.0% | +31.7% | -83.7% | -58.7% |
| 10Y | +33.6% | +223.9% | -190.2% | -26.4% |
| All | +1,045.4% | +4,815.8% | -3,770.5% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling