+89.6%
CL vs ILMN
+54.3%
+35.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +3.2% | -2.9% | +6.1% | +3.4% |
| 30D | +8.0% | -23.8% | +31.9% | +9.6% |
| 3M | +7.9% | +7.5% | +0.4% | +6.5% |
| 6M | +14.7% | +42.8% | -28.0% | +10.6% |
| YTD | +29.2% | +57.8% | -28.7% | +23.1% |
| 1Y | +29.5% | +72.6% | -43.1% | +22.6% |
| 3Y | +40.7% | +129.3% | -88.7% | +27.2% |
| 5Y | +43.9% | -44.5% | +88.4% | +48.0% |
| All | +89.6% | +54.3% | +35.3% | +76.9% |
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