+99.7%
CLF vs ILMN
+60.6%
+39.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.8% |
| 7D | -19.6% | -9.7% | -9.9% | -16.5% |
| 30D | -5.0% | -20.4% | +15.4% | +2.2% |
| 3M | -6.3% | +10.0% | -16.3% | -10.9% |
| 6M | +2.8% | +49.5% | -46.7% | -12.8% |
| YTD | -13.7% | +62.5% | -76.2% | -30.0% |
| 1Y | +13.6% | +76.0% | -62.4% | -10.5% |
| 3Y | -34.0% | +94.2% | -128.2% | -53.3% |
| 5Y | -48.7% | -46.3% | -2.4% | -42.3% |
| All | +99.7% | +60.6% | +39.1% | +56.4% |
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