+76.0%
ILMN vs CPB
-19.1%
+95.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.7% | +2.4% |
| 7D | -9.7% | +8.0% | -17.7% | -9.3% |
| 30D | -20.4% | +22.4% | -42.8% | -20.3% |
| 3M | +10.0% | +2.5% | +7.5% | +11.3% |
| 6M | +49.5% | +12.2% | +37.3% | +50.1% |
| YTD | +62.5% | -12.8% | +75.3% | +63.2% |
| 1Y | +76.0% | -19.2% | +95.1% | +75.8% |
| All | +76.0% | -19.1% | +95.1% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling