+36.2%
ILMN vs CPAY
+48.3%
-12.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -3.9% | -2.5% | -1.4% | -2.9% |
| 30D | +6.9% | +1.3% | +5.6% | +6.3% |
| 3M | +28.1% | +13.5% | +14.6% | +21.4% |
| 6M | +65.0% | +24.7% | +40.2% | +49.4% |
| YTD | +56.3% | +34.9% | +21.4% | +33.8% |
| 1Y | +108.7% | +29.7% | +79.0% | +81.5% |
| All | +36.2% | +48.3% | -12.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling