+94.2%
ILMN vs CPB
-36.0%
+130.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.7% | +2.6% |
| 7D | -9.7% | +8.0% | -17.7% | -10.5% |
| 30D | -20.4% | +22.4% | -42.8% | -22.8% |
| 3M | +10.0% | +2.5% | +7.5% | +9.8% |
| 6M | +49.5% | +12.2% | +37.3% | +46.1% |
| YTD | +62.5% | -12.8% | +75.3% | +66.7% |
| 1Y | +76.0% | -19.2% | +95.1% | +83.6% |
| 3Y | +94.2% | -35.6% | +129.7% | +105.2% |
| All | +94.2% | -36.0% | +130.1% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling