+123.6%
CHRW vs ILMN
+60.6%
+63.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -2.7% |
| 7D | +0.6% | -9.7% | +10.3% | +1.9% |
| 30D | -7.3% | -20.4% | +13.1% | -4.9% |
| 3M | -14.2% | +10.0% | -24.2% | -16.4% |
| 6M | -25.1% | +49.5% | -74.6% | -30.5% |
| YTD | -21.2% | +62.5% | -83.7% | -28.2% |
| 1Y | -14.2% | +76.0% | -90.1% | -22.8% |
| 3Y | +63.5% | +94.2% | -30.7% | +40.1% |
| 5Y | +49.6% | -46.3% | +95.9% | +52.3% |
| All | +123.6% | +60.6% | +63.0% | +101.4% |
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