+1,028.0%
ILMN vs CPB
+90.9%
+937.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -9.8% | +2.9% | -12.7% | -10.7% |
| 30D | -22.7% | +17.6% | -40.3% | -26.8% |
| 3M | +12.1% | +2.0% | +10.0% | +10.3% |
| 6M | +51.5% | +11.6% | +39.8% | +44.6% |
| YTD | +63.9% | -13.8% | +77.6% | +67.8% |
| 1Y | +76.6% | -21.6% | +98.1% | +85.8% |
| 3Y | +124.6% | -35.8% | +160.4% | +147.4% |
| 5Y | -42.7% | -33.3% | -9.4% | -39.3% |
| 10Y | +59.7% | -39.4% | +99.1% | +65.6% |
| All | +1,028.0% | +90.9% | +937.1% | +458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling