+179.0%
CAH vs ILMN
+88.1%
+90.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.4% |
| 7D | +8.5% | -9.7% | +18.2% | +8.6% |
| 30D | +17.0% | -20.4% | +37.4% | +17.4% |
| 3M | +14.6% | +10.0% | +4.6% | +14.1% |
| 6M | +42.5% | +49.5% | -6.9% | +40.7% |
| YTD | +33.5% | +62.5% | -29.0% | +31.4% |
| 1Y | +38.5% | +76.0% | -37.4% | +36.1% |
| 3Y | +179.0% | +94.2% | +84.8% | +172.8% |
| All | +179.0% | +88.1% | +90.9% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling