-49.6%
CLF vs ILMN
-49.5%
-0.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.2% | -4.0% | -9.7% |
| 7D | -21.0% | -28.3% | +7.3% | -13.2% |
| 30D | -8.0% | -24.0% | +16.0% | -0.7% |
| 3M | -10.9% | +4.1% | -15.0% | -13.1% |
| 6M | +5.8% | +49.6% | -43.7% | -7.8% |
| YTD | -15.1% | +58.6% | -73.7% | -28.3% |
| 1Y | +7.2% | +69.9% | -62.6% | -11.3% |
| 3Y | -34.2% | +82.9% | -117.1% | -50.1% |
| 5Y | -49.6% | -47.6% | -2.0% | -43.1% |
| All | -49.6% | -49.5% | -0.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling