+75.1%
ILMN vs CLX
-1.9%
+76.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -9.7% | +13.6% | -23.3% | -9.0% |
| 30D | -20.4% | +23.4% | -43.8% | -19.4% |
| 3M | +10.0% | -2.8% | +12.9% | +11.0% |
| 6M | +49.5% | +14.0% | +35.5% | +52.8% |
| YTD | +62.5% | +4.2% | +58.3% | +64.4% |
| All | +75.1% | -1.9% | +76.9% | +81.7% |
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