+778.7%
CLS vs ILMN
+135.0%
+643.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | -13.9% | -9.8% | -4.1% | -10.8% |
| 30D | -38.2% | -22.7% | -15.4% | -33.1% |
| 3M | -28.8% | +12.1% | -40.9% | -30.8% |
| 6M | -40.4% | +51.5% | -91.9% | -46.5% |
| YTD | -24.3% | +63.9% | -88.1% | -34.1% |
| 1Y | -35.0% | +76.6% | -111.6% | -44.4% |
| 3Y | +778.7% | +124.6% | +654.1% | +571.8% |
| All | +778.7% | +135.0% | +643.7% | +571.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling