+21.5%
CTAS vs ILMN
+74.0%
-52.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | +1.2% | -9.7% | +10.8% | +1.2% |
| 30D | +12.8% | -20.4% | +33.2% | +12.8% |
| 3M | +10.3% | +10.0% | +0.3% | +8.8% |
| 6M | +32.0% | +49.5% | -17.5% | +28.1% |
| YTD | +19.1% | +62.5% | -43.4% | +13.0% |
| 1Y | +21.5% | +76.0% | -54.5% | +14.0% |
| All | +21.5% | +74.0% | -52.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling