-42.9%
ILMN vs CPB
-33.6%
-9.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -6.0% | -4.1% | -1.9% | -5.8% |
| 30D | -23.0% | +16.9% | -40.0% | -24.3% |
| 3M | +10.4% | -0.6% | +11.0% | +10.5% |
| 6M | +49.4% | +11.4% | +38.0% | +47.2% |
| YTD | +62.3% | -14.8% | +77.2% | +64.8% |
| 1Y | +73.7% | -24.8% | +98.4% | +79.3% |
| 3Y | +122.5% | -36.6% | +159.1% | +133.2% |
| All | -42.9% | -33.6% | -9.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling