+421.5%
CAH vs ILMN
+61.7%
+359.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | +0.5% |
| 7D | +7.8% | -2.6% | +10.4% | +8.0% |
| 30D | +15.5% | -20.6% | +36.1% | +18.0% |
| 3M | +16.3% | +17.5% | -1.2% | +12.9% |
| 6M | +50.0% | +55.6% | -5.6% | +40.3% |
| YTD | +34.7% | +68.3% | -33.6% | +24.1% |
| 1Y | +35.9% | +81.1% | -45.2% | +24.0% |
| 3Y | +178.5% | +112.2% | +66.3% | +139.6% |
| 5Y | +515.7% | -42.6% | +558.3% | +551.7% |
| 10Y | +421.5% | +70.5% | +351.0% | +346.0% |
| All | +421.5% | +61.7% | +359.8% | +346.0% |
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