-51.4%
ILMN vs CLX
-34.6%
-16.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.3% |
| 7D | +1.2% | -9.2% | +10.5% | +3.3% |
| 30D | +9.2% | -11.0% | +20.2% | +11.9% |
| 3M | +29.8% | +5.0% | +24.8% | +28.2% |
| 6M | +69.2% | -18.8% | +88.0% | +77.0% |
| YTD | +66.4% | -4.4% | +70.8% | +66.0% |
| 1Y | +123.4% | -21.9% | +145.3% | +135.5% |
| 3Y | +33.2% | -32.8% | +65.9% | +43.7% |
| All | -51.4% | -34.6% | -16.8% | -49.4% |
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