+127.0%
CHRW vs ILMN
+61.7%
+65.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.4% |
| 7D | +0.2% | -2.6% | +2.8% | +0.5% |
| 30D | -9.4% | -20.6% | +11.3% | -6.9% |
| 3M | -13.3% | +17.5% | -30.7% | -16.2% |
| 6M | -24.2% | +55.6% | -79.8% | -30.1% |
| YTD | -18.9% | +68.3% | -87.2% | -26.5% |
| 1Y | -12.4% | +81.1% | -93.5% | -21.5% |
| 3Y | +72.2% | +112.2% | -39.9% | +45.6% |
| 5Y | +53.4% | -42.6% | +96.0% | +54.6% |
| 10Y | +127.0% | +70.5% | +56.5% | +101.5% |
| All | +127.0% | +61.7% | +65.3% | +101.5% |
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