+123.4%
ILMN vs CLX
-20.9%
+144.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.5% |
| 7D | +1.2% | -9.2% | +10.5% | +1.3% |
| 30D | +9.2% | -11.0% | +20.2% | +9.2% |
| 3M | +29.8% | +5.0% | +24.8% | +31.1% |
| 6M | +69.2% | -18.8% | +88.0% | +73.1% |
| YTD | +66.4% | -4.4% | +70.8% | +66.2% |
| 1Y | +123.4% | -21.9% | +145.3% | +130.1% |
| All | +123.4% | -20.9% | +144.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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