+1,045.4%
ILMN vs CPB
+78.4%
+967.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.6% |
| 7D | +1.2% | -8.6% | +9.8% | +3.7% |
| 30D | +9.2% | -7.2% | +16.4% | +11.4% |
| 3M | +29.8% | +0.9% | +29.0% | +28.8% |
| 6M | +69.2% | -11.8% | +81.0% | +74.0% |
| YTD | +66.4% | -19.4% | +85.8% | +75.2% |
| 1Y | +123.4% | -30.4% | +153.8% | +145.4% |
| 3Y | +33.2% | -40.2% | +73.3% | +50.7% |
| 5Y | -52.0% | -39.5% | -12.5% | -47.2% |
| 10Y | +33.6% | -47.4% | +81.0% | +47.0% |
| All | +1,045.4% | +78.4% | +967.0% | +483.2% |
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 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