+302.3%
CAH vs ILMN
+25.5%
+276.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -2.2% | -3.9% | +1.6% | -1.8% |
| 30D | +1.2% | +6.9% | -5.7% | +0.3% |
| 3M | +13.1% | +28.1% | -15.0% | +9.5% |
| 6M | +8.5% | +65.0% | -56.5% | +1.4% |
| YTD | +17.6% | +56.3% | -38.7% | +10.5% |
| 1Y | +60.7% | +108.7% | -48.1% | +44.5% |
| 3Y | +183.2% | +33.1% | +150.1% | +164.9% |
| 5Y | +402.2% | -54.1% | +456.3% | +454.2% |
| 10Y | +302.3% | +27.8% | +274.5% | +254.2% |
| All | +302.3% | +25.5% | +276.8% | +254.2% |
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