+460.5%
CL vs ILMN
+1,401.8%
-941.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.2% |
| 30D | -4.8% | +9.2% | -14.0% | -5.3% |
| 3M | +4.9% | +29.8% | -24.9% | +3.4% |
| 6M | -5.7% | +69.2% | -74.9% | -8.5% |
| YTD | +14.4% | +66.4% | -52.0% | +11.0% |
| 1Y | +8.7% | +123.4% | -114.7% | +3.6% |
| 3Y | +30.0% | +33.2% | -3.2% | +26.2% |
| 5Y | +28.4% | -52.0% | +80.3% | +30.1% |
| 10Y | +50.1% | +33.6% | +16.5% | +42.4% |
| All | +460.5% | +1,401.8% | -941.3% | +348.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling