+73.4%
CL vs ILMN
+60.6%
+12.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -2.3% |
| 7D | +1.3% | -9.7% | +11.0% | +1.9% |
| 30D | +11.4% | -20.4% | +31.8% | +12.6% |
| 3M | +4.4% | +10.0% | -5.6% | +2.9% |
| 6M | +10.8% | +49.5% | -38.7% | +6.5% |
| YTD | +25.1% | +62.5% | -37.4% | +19.1% |
| 1Y | +28.0% | +76.0% | -48.0% | +21.0% |
| 3Y | +37.6% | +94.2% | -56.6% | +26.7% |
| 5Y | +39.7% | -46.3% | +86.0% | +44.5% |
| All | +73.4% | +60.6% | +12.8% | +62.9% |
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