+77.2%
CL vs ILMN
+56.7%
+20.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | +0.5% |
| 7D | +5.9% | -28.3% | +34.2% | +8.0% |
| 30D | +13.8% | -24.0% | +37.7% | +15.4% |
| 3M | +6.4% | +4.1% | +2.3% | +5.3% |
| 6M | +15.6% | +49.6% | -33.9% | +11.1% |
| YTD | +27.9% | +58.6% | -30.7% | +21.9% |
| 1Y | +31.4% | +69.9% | -38.5% | +24.6% |
| 3Y | +41.4% | +82.9% | -41.5% | +30.8% |
| 5Y | +42.8% | -47.6% | +90.4% | +48.0% |
| All | +77.2% | +56.7% | +20.5% | +66.7% |
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