+248.6%
ILMN vs CPAY
+1,565.5%
-1,316.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +1.2% | +2.1% | -0.9% | +0.4% |
| 30D | +9.2% | +5.5% | +3.6% | +6.7% |
| 3M | +29.8% | +16.6% | +13.3% | +21.4% |
| 6M | +69.2% | +26.7% | +42.5% | +51.7% |
| YTD | +66.4% | +38.4% | +28.0% | +41.6% |
| 1Y | +123.4% | +30.1% | +93.3% | +94.2% |
| 3Y | +33.2% | +52.6% | -19.4% | +6.6% |
| 5Y | -52.0% | +59.0% | -110.9% | -62.8% |
| 10Y | +33.6% | +148.4% | -114.8% | -18.0% |
| All | +248.6% | +1,565.5% | -1,316.9% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling