+406.1%
CAH vs ILMN
+56.2%
+350.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +3.9% | +0.7% | +3.1% | +3.8% |
| 30D | +16.0% | -22.7% | +38.8% | +18.9% |
| 3M | +19.1% | +8.6% | +10.4% | +16.7% |
| 6M | +53.0% | +43.8% | +9.2% | +44.4% |
| YTD | +36.6% | +59.8% | -23.1% | +26.6% |
| 1Y | +37.4% | +71.8% | -34.4% | +26.1% |
| 3Y | +178.8% | +119.0% | +59.9% | +138.4% |
| 5Y | +498.6% | -43.8% | +542.4% | +532.6% |
| All | +406.1% | +56.2% | +350.0% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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