+27.6%
ILMN vs CLX
-3.9%
+31.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +1.9% | -3.5% | +5.4% | +2.7% |
| 30D | +12.3% | -11.9% | +24.2% | +15.3% |
| 3M | +33.5% | -2.6% | +36.2% | +34.1% |
| 6M | +69.4% | -18.2% | +87.5% | +76.0% |
| YTD | +60.9% | -5.9% | +66.8% | +61.2% |
| 1Y | +115.0% | -23.8% | +138.8% | +126.4% |
| 3Y | +37.0% | -33.6% | +70.6% | +47.7% |
| 5Y | -53.1% | -35.7% | -17.5% | -50.0% |
| 10Y | +27.6% | -2.5% | +30.1% | +28.3% |
| All | +27.6% | -3.9% | +31.5% | +28.3% |
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