+123.4%
ILMN vs CPAY
+29.9%
+93.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | +9.2% | +5.5% | +3.6% | +8.1% |
| 3M | +29.8% | +16.6% | +13.3% | +26.2% |
| 6M | +69.2% | +26.7% | +42.5% | +61.3% |
| YTD | +66.4% | +38.4% | +28.0% | +53.7% |
| 1Y | +123.4% | +30.1% | +93.3% | +107.5% |
| All | +123.4% | +29.9% | +93.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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