+1,876.2%
CLS vs ILMN
-42.1%
+1,918.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.6% | +4.3% | +6.8% |
| 7D | -10.6% | -2.6% | -8.0% | -9.5% |
| 30D | -38.4% | -20.6% | -17.8% | -34.1% |
| 3M | -29.9% | +17.5% | -47.3% | -32.9% |
| 6M | -40.6% | +55.6% | -96.3% | -47.5% |
| YTD | -24.6% | +68.3% | -92.9% | -35.3% |
| 1Y | -30.8% | +81.1% | -111.9% | -41.6% |
| 3Y | +811.7% | +112.2% | +699.6% | +593.0% |
| All | +1,876.2% | -42.1% | +1,918.4% | +1,903.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling