+86.8%
CHRW vs ILMN
-51.8%
+138.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.3% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -3.5% | +9.2% | -12.6% | -4.6% |
| 3M | -19.4% | +29.8% | -49.2% | -22.3% |
| 6M | -21.4% | +69.2% | -90.6% | -27.1% |
| YTD | -7.1% | +66.4% | -73.5% | -14.0% |
| 1Y | +17.8% | +123.4% | -105.6% | +4.2% |
| 3Y | +78.8% | +33.2% | +45.6% | +64.3% |
| All | +86.8% | -51.8% | +138.7% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling