+404.3%
CLS vs ILMN
+1,401.8%
-997.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +4.6% | +1.2% | +3.3% | +4.3% |
| 30D | -13.9% | +9.2% | -23.1% | -15.5% |
| 3M | -26.6% | +29.8% | -56.4% | -30.6% |
| 6M | +15.4% | +69.2% | -53.8% | +2.8% |
| YTD | +5.7% | +66.4% | -60.7% | -6.1% |
| 1Y | +41.1% | +123.4% | -82.3% | +17.1% |
| 3Y | +1,228.6% | +33.2% | +1,195.4% | +1,097.7% |
| 5Y | +3,240.6% | -52.0% | +3,292.6% | +3,498.7% |
| 10Y | +2,760.3% | +33.6% | +2,726.7% | +2,294.9% |
| All | +404.3% | +1,401.8% | -997.5% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling