+732.7%
CLS vs ILMN
+88.1%
+644.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.3% |
| 7D | -22.2% | -9.7% | -12.5% | -19.4% |
| 30D | -44.4% | -20.4% | -24.0% | -40.4% |
| 3M | -34.3% | +10.0% | -44.3% | -35.7% |
| 6M | -50.1% | +49.5% | -99.5% | -54.9% |
| YTD | -30.1% | +62.5% | -92.6% | -38.7% |
| 1Y | -39.3% | +76.0% | -115.3% | -47.7% |
| 3Y | +732.7% | +94.2% | +638.5% | +560.7% |
| All | +732.7% | +88.1% | +644.7% | +560.7% |
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