+991.7%
ILMN vs CP
+4,942.7%
-3,951.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.7% | -7.5% | -7.9% |
| 7D | -28.3% | +6.1% | -34.4% | -30.4% |
| 30D | -24.0% | +9.8% | -33.7% | -27.5% |
| 3M | +4.1% | +2.7% | +1.3% | +2.3% |
| 6M | +49.6% | +12.8% | +36.8% | +40.3% |
| YTD | +58.6% | +28.2% | +30.4% | +39.0% |
| 1Y | +69.9% | +34.1% | +35.7% | +45.7% |
| 3Y | +82.9% | +28.9% | +54.0% | +59.4% |
| 5Y | -47.6% | +27.1% | -74.7% | -54.3% |
| 10Y | +58.8% | +264.8% | -206.0% | -17.3% |
| All | +991.7% | +4,942.7% | -3,951.0% | +40.2% |
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