+49.3%
CL vs ILMN
+33.5%
+15.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.3% |
| 30D | -4.8% | +9.2% | -14.0% | -5.5% |
| 3M | +4.9% | +29.8% | -24.9% | +2.7% |
| 6M | -5.7% | +69.2% | -74.9% | -9.7% |
| YTD | +14.4% | +66.4% | -52.0% | +9.5% |
| 1Y | +8.7% | +123.4% | -114.7% | +1.3% |
| 3Y | +30.0% | +33.2% | -3.2% | +25.0% |
| 5Y | +28.4% | -52.0% | +80.3% | +35.2% |
| All | +49.3% | +33.5% | +15.8% | +33.9% |
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