-42.6%
ILMN vs CLX
-23.1%
-19.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.6% |
| 7D | -2.6% | +17.4% | -19.9% | -5.5% |
| 30D | -20.6% | +27.8% | -48.4% | -24.3% |
| 3M | +17.5% | +3.0% | +14.5% | +17.0% |
| 6M | +55.6% | +17.5% | +38.1% | +50.1% |
| YTD | +68.3% | +10.0% | +58.3% | +63.4% |
| 1Y | +81.1% | +3.3% | +77.8% | +78.8% |
| 3Y | +112.2% | -10.1% | +122.3% | +116.0% |
| 5Y | -42.6% | -23.7% | -18.9% | -40.8% |
| All | -42.6% | -23.1% | -19.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling