+1,028.0%
ILMN vs CLX
+450.5%
+577.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | -9.8% | +13.6% | -23.4% | -12.8% |
| 30D | -22.7% | +29.1% | -51.8% | -27.9% |
| 3M | +12.1% | +1.6% | +10.5% | +11.2% |
| 6M | +51.5% | +18.7% | +32.8% | +43.4% |
| YTD | +63.9% | +11.1% | +52.8% | +56.6% |
| 1Y | +76.6% | +7.0% | +69.6% | +70.5% |
| 3Y | +124.6% | -10.0% | +134.6% | +125.8% |
| 5Y | -42.7% | -22.6% | -20.1% | -41.1% |
| 10Y | +59.7% | +29.3% | +30.3% | +34.8% |
| All | +1,028.0% | +450.5% | +577.4% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling