+56.0%
ILMN vs CPB
-38.9%
+94.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | -23.8% | +19.2% | -43.0% | -25.9% |
| 3M | +7.5% | -0.9% | +8.4% | +7.3% |
| 6M | +42.8% | +15.2% | +27.5% | +39.0% |
| YTD | +57.8% | -13.1% | +70.9% | +60.0% |
| 1Y | +72.6% | -22.4% | +95.0% | +78.2% |
| 3Y | +129.3% | -35.3% | +164.6% | +141.8% |
| 5Y | -44.5% | -33.0% | -11.5% | -42.5% |
| All | +56.0% | -38.9% | +94.9% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling