+2,899.9%
CTAS vs ILMN
+1,366.8%
+1,533.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | +1.2% | -9.7% | +10.8% | +2.3% |
| 30D | +12.8% | -20.4% | +33.2% | +15.4% |
| 3M | +10.3% | +10.0% | +0.3% | +8.0% |
| 6M | +32.0% | +49.5% | -17.5% | +24.1% |
| YTD | +19.1% | +62.5% | -43.4% | +10.3% |
| 1Y | +21.5% | +76.0% | -54.5% | +11.3% |
| 3Y | +76.0% | +94.2% | -18.1% | +55.2% |
| 5Y | +110.9% | -46.3% | +157.2% | +114.1% |
| 10Y | +849.8% | +62.7% | +787.1% | +736.5% |
| All | +2,899.9% | +1,366.8% | +1,533.2% | +1,633.5% |
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