+230.6%
ILMN vs CPAY
+1,748.9%
-1,518.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.8% |
| 7D | -2.9% | +1.6% | -4.4% | -3.5% |
| 30D | -23.8% | +17.6% | -41.4% | -29.2% |
| 3M | +7.5% | +8.7% | -1.2% | +3.1% |
| 6M | +42.8% | +39.5% | +3.2% | +22.8% |
| YTD | +57.8% | +53.6% | +4.2% | +27.8% |
| 1Y | +72.6% | +63.3% | +9.3% | +36.0% |
| 3Y | +129.3% | +101.7% | +27.6% | +62.3% |
| 5Y | -44.5% | +91.4% | -135.9% | -60.2% |
| 10Y | +54.5% | +221.7% | -167.1% | -15.1% |
| All | +230.6% | +1,748.9% | -1,518.2% | +2.1% |
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