-45.6%
CHTR vs ILMN
+92.1%
-137.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +5.4% |
| 7D | +14.1% | -21.6% | +35.7% | +13.3% |
| 30D | +11.6% | -22.9% | +34.4% | +11.0% |
| 3M | -21.4% | +11.6% | -33.0% | -23.2% |
| 6M | -27.3% | +62.5% | -89.8% | -30.4% |
| YTD | -42.4% | +72.7% | -115.1% | -48.4% |
| 1Y | -45.6% | +93.9% | -139.4% | -55.3% |
| All | -45.6% | +92.1% | -137.7% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling