+655.6%
CTAS vs ILMN
+32.2%
+623.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.8% | +1.2% | -3.0% | -2.1% |
| 30D | -0.2% | +9.2% | -9.4% | -2.1% |
| 3M | +11.7% | +29.8% | -18.2% | +5.5% |
| 6M | +0.7% | +69.2% | -68.5% | -10.2% |
| YTD | +7.4% | +66.4% | -59.0% | -4.4% |
| 1Y | -2.1% | +123.4% | -125.5% | -19.1% |
| 3Y | +62.9% | +33.2% | +29.8% | +46.4% |
| 5Y | +111.9% | -52.0% | +163.8% | +137.6% |
| All | +655.6% | +32.2% | +623.4% | +544.4% |
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