+24.6%
CLF vs ILMN
+74.7%
-50.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +5.6% |
| 7D | -9.1% | -9.8% | +0.7% | -6.5% |
| 30D | -0.9% | -22.7% | +21.8% | +4.7% |
| 3M | +3.0% | +12.1% | -9.1% | +0.2% |
| 6M | +16.7% | +51.5% | -34.8% | +6.7% |
| YTD | -3.2% | +63.9% | -67.0% | -18.6% |
| 1Y | +24.6% | +76.6% | -51.9% | +0.9% |
| All | +24.6% | +74.7% | -50.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling