+1,914.6%
CLS vs ILMN
+54.3%
+1,860.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | +16.3% | -2.9% | +19.2% | +17.3% |
| 30D | -25.7% | -23.8% | -1.8% | -19.4% |
| 3M | -30.9% | +7.5% | -38.3% | -32.4% |
| 6M | -35.5% | +42.8% | -78.3% | -41.8% |
| YTD | -18.7% | +57.8% | -76.5% | -29.4% |
| 1Y | -17.9% | +72.6% | -90.5% | -30.3% |
| 3Y | +838.1% | +129.3% | +708.8% | +597.4% |
| 5Y | +1,971.9% | -44.5% | +2,016.4% | +2,091.5% |
| All | +1,914.6% | +54.3% | +1,860.3% | +1,596.6% |
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 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