+192.3%
CAH vs ILMN
+41.2%
+151.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +5.4% | +1.2% | +4.2% | +5.3% |
| 30D | +3.3% | +9.2% | -5.9% | +3.1% |
| 3M | +22.8% | +29.8% | -7.1% | +21.9% |
| 6M | +11.3% | +69.2% | -57.9% | +9.6% |
| YTD | +21.1% | +66.4% | -45.2% | +19.3% |
| 1Y | +67.2% | +123.4% | -56.2% | +63.1% |
| All | +192.3% | +41.2% | +151.1% | +187.2% |
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 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