+64.6%
ILMN vs CLX
+20.0%
+44.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -9.7% | +13.6% | -23.3% | -11.9% |
| 30D | -20.4% | +23.4% | -43.8% | -23.7% |
| 3M | +10.0% | -2.8% | +12.9% | +10.5% |
| 6M | +49.5% | +14.0% | +35.5% | +44.8% |
| YTD | +62.5% | +4.2% | +58.3% | +59.3% |
| 1Y | +76.0% | -1.2% | +77.1% | +74.6% |
| 3Y | +94.2% | -12.7% | +106.9% | +97.4% |
| 5Y | -46.3% | -26.5% | -19.8% | -44.4% |
| All | +64.6% | +20.0% | +44.5% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling