+73.7%
ILMN vs CPB
-23.3%
+97.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.0% |
| 7D | -6.0% | -4.1% | -1.9% | -6.3% |
| 30D | -23.0% | +16.9% | -40.0% | -23.0% |
| 3M | +10.4% | -0.6% | +11.0% | +11.5% |
| 6M | +49.4% | +11.4% | +38.0% | +49.7% |
| YTD | +62.3% | -14.8% | +77.2% | +61.9% |
| 1Y | +73.7% | -24.8% | +98.4% | +70.3% |
| All | +73.7% | -23.3% | +97.0% | +70.3% |
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