+128.5%
CHRW vs ILMN
+59.3%
+69.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -0.1% | -6.0% | +5.9% | +0.8% |
| 30D | -4.3% | -23.0% | +18.8% | -1.3% |
| 3M | -7.4% | +10.4% | -17.8% | -9.8% |
| 6M | -20.7% | +49.4% | -70.1% | -26.5% |
| YTD | -15.9% | +62.3% | -78.2% | -23.4% |
| 1Y | -9.9% | +73.7% | -83.6% | -18.8% |
| 3Y | +79.0% | +122.5% | -43.6% | +50.1% |
| 5Y | +61.3% | -43.2% | +104.5% | +62.6% |
| 10Y | +128.5% | +59.0% | +69.6% | +105.5% |
| All | +128.5% | +59.3% | +69.3% | +105.5% |
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