-47.8%
CHTR vs ILMN
+25.5%
-73.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.3% |
| 7D | -7.1% | -9.2% | +2.1% | -5.5% |
| 30D | -10.9% | +4.4% | -15.2% | -11.7% |
| 3M | +2.0% | +23.9% | -21.9% | -2.3% |
| 6M | -35.9% | +64.5% | -100.4% | -42.1% |
| YTD | -32.7% | +53.5% | -86.1% | -38.7% |
| 1Y | -46.6% | +110.8% | -157.3% | -54.7% |
| 3Y | -66.7% | +30.7% | -97.4% | -69.9% |
| 5Y | -82.1% | -54.8% | -27.3% | -80.7% |
| All | -47.8% | +25.5% | -73.3% | -54.0% |
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