-29.6%
CLS vs ILMN
+92.1%
-121.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.9% | -4.2% | -7.1% |
| 7D | -21.1% | -21.6% | +0.4% | -13.9% |
| 30D | -38.2% | -22.9% | -15.4% | -32.3% |
| 3M | -36.3% | +11.6% | -47.9% | -38.6% |
| 6M | -43.8% | +62.5% | -106.4% | -52.1% |
| YTD | -20.0% | +72.7% | -92.7% | -38.5% |
| 1Y | -29.6% | +93.9% | -123.5% | -53.6% |
| All | -29.6% | +92.1% | -121.7% | -53.6% |
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