+818.4%
CTAS vs ILMN
+64.4%
+754.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.4% |
| 7D | +0.7% | -9.8% | +10.5% | +2.5% |
| 30D | +11.3% | -22.7% | +34.0% | +15.9% |
| 3M | +11.4% | +12.1% | -0.6% | +7.1% |
| 6M | +35.6% | +51.5% | -15.8% | +22.0% |
| YTD | +20.7% | +63.9% | -43.2% | +5.8% |
| 1Y | +22.8% | +76.6% | -53.7% | +5.9% |
| 3Y | +73.4% | +124.6% | -51.2% | +34.1% |
| 5Y | +117.6% | -42.7% | +160.3% | +130.8% |
| 10Y | +818.4% | +59.7% | +758.8% | +713.7% |
| All | +818.4% | +64.4% | +754.0% | +713.7% |
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 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