+1,628.1%
CLS vs ILMN
+60.6%
+1,567.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | -22.2% | -9.7% | -12.5% | -19.5% |
| 30D | -44.4% | -20.4% | -24.0% | -40.4% |
| 3M | -34.3% | +10.0% | -44.3% | -36.2% |
| 6M | -50.1% | +49.5% | -99.5% | -55.6% |
| YTD | -30.1% | +62.5% | -92.6% | -39.8% |
| 1Y | -39.3% | +76.0% | -115.3% | -48.8% |
| 3Y | +732.7% | +94.2% | +638.5% | +547.0% |
| 5Y | +1,777.2% | -46.3% | +1,823.5% | +1,904.1% |
| All | +1,628.1% | +60.6% | +1,567.5% | +1,356.0% |
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