+87.5%
CLF vs ILMN
+59.3%
+28.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +2.3% | -6.0% | +8.3% | +4.8% |
| 30D | +1.9% | -23.0% | +25.0% | +11.0% |
| 3M | +5.9% | +10.4% | -4.5% | +0.5% |
| 6M | +16.9% | +49.4% | -32.5% | -1.0% |
| YTD | -1.1% | +62.3% | -63.4% | -19.9% |
| 1Y | +28.8% | +73.7% | -44.9% | +1.8% |
| 3Y | -20.6% | +122.5% | -143.1% | -46.8% |
| 5Y | -41.5% | -43.2% | +1.6% | -35.6% |
| 10Y | +87.5% | +59.0% | +28.6% | +37.0% |
| All | +87.5% | +59.3% | +28.2% | +37.0% |
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 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