+59.3%
CHRW vs ILMN
-44.2%
+103.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +4.7% | +0.7% | +4.0% | +4.6% |
| 30D | -2.6% | -22.7% | +20.1% | -0.2% |
| 3M | -8.0% | +8.6% | -16.6% | -9.9% |
| 6M | -19.0% | +43.8% | -62.8% | -23.8% |
| YTD | -15.5% | +59.8% | -75.2% | -22.0% |
| 1Y | -10.8% | +71.8% | -82.6% | -18.5% |
| 3Y | +79.8% | +119.0% | -39.2% | +53.9% |
| 5Y | +59.3% | -43.8% | +103.1% | +53.2% |
| All | +59.3% | -44.2% | +103.5% | +53.2% |
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 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