+2,757.7%
CLS vs ILMN
+32.2%
+2,725.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +4.6% | +1.2% | +3.3% | +4.2% |
| 30D | -13.9% | +9.2% | -23.1% | -16.0% |
| 3M | -26.6% | +29.8% | -56.4% | -31.7% |
| 6M | +15.4% | +69.2% | -53.8% | -0.5% |
| YTD | +5.7% | +66.4% | -60.7% | -9.1% |
| 1Y | +41.1% | +123.4% | -82.3% | +11.0% |
| 3Y | +1,228.6% | +33.2% | +1,195.4% | +1,051.7% |
| 5Y | +3,240.6% | -52.0% | +3,292.6% | +3,556.8% |
| All | +2,757.7% | +32.2% | +2,725.5% | +2,270.5% |
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