+394.7%
CLF vs ILMN
+1,331.5%
-936.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -8.2% | -4.0% | -10.6% |
| 7D | -21.0% | -28.3% | +7.3% | -15.9% |
| 30D | -8.0% | -24.0% | +16.0% | -3.2% |
| 3M | -10.9% | +4.1% | -15.0% | -12.2% |
| 6M | +5.8% | +49.6% | -43.7% | -3.0% |
| YTD | -15.1% | +58.6% | -73.7% | -23.6% |
| 1Y | +7.2% | +69.9% | -62.6% | -4.8% |
| 3Y | -34.2% | +82.9% | -117.1% | -43.9% |
| 5Y | -49.6% | -47.6% | -2.0% | -46.9% |
| 10Y | +109.9% | +58.8% | +51.1% | +81.7% |
| All | +394.7% | +1,331.5% | -936.7% | +179.4% |
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 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