+93.9%
ILMN vs CLX
-6.5%
+100.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.7% | -10.6% | -4.5% |
| 7D | -21.6% | +14.2% | -35.7% | -20.9% |
| 30D | -22.9% | +22.7% | -45.5% | -21.9% |
| 3M | +11.6% | -2.8% | +14.4% | +12.5% |
| 6M | +62.5% | +17.7% | +44.9% | +66.3% |
| YTD | +72.7% | +3.3% | +69.4% | +75.1% |
| 1Y | +93.9% | -5.6% | +99.5% | +105.9% |
| All | +93.9% | -6.5% | +100.4% | +105.9% |
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