+76.3%
CL vs ILMN
+61.7%
+14.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.2% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | +11.6% | -20.6% | +32.2% | +12.9% |
| 3M | +5.6% | +17.5% | -11.9% | +3.7% |
| 6M | +13.2% | +55.6% | -42.5% | +8.5% |
| YTD | +26.9% | +68.3% | -41.4% | +20.6% |
| 1Y | +27.3% | +81.1% | -53.8% | +20.2% |
| 3Y | +39.7% | +112.2% | -72.4% | +27.7% |
| 5Y | +41.3% | -42.6% | +83.9% | +45.2% |
| 10Y | +76.3% | +70.5% | +5.8% | +66.4% |
| All | +76.3% | +61.7% | +14.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling