-47.4%
CHTR vs ILMN
+54.3%
-101.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | +17.2% | -2.9% | +20.1% | +17.7% |
| 30D | +31.6% | -23.8% | +55.5% | +36.3% |
| 3M | -11.6% | +7.5% | -19.0% | -14.6% |
| 6M | -3.3% | +42.8% | -46.0% | -11.7% |
| YTD | -33.7% | +57.8% | -91.5% | -41.2% |
| 1Y | -32.4% | +72.6% | -105.0% | -41.1% |
| 3Y | -65.9% | +129.3% | -195.3% | -73.0% |
| 5Y | -79.9% | -44.5% | -35.4% | -79.5% |
| All | -47.4% | +54.3% | -101.7% | -53.4% |
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