+334.3%
CHTR vs ILMN
+638.7%
-304.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -0.8% | +9.2% | -10.0% | -2.3% |
| 3M | +17.8% | +29.8% | -12.1% | +12.5% |
| 6M | -34.5% | +69.2% | -103.7% | -40.3% |
| YTD | -27.2% | +66.4% | -93.6% | -33.8% |
| 1Y | -41.4% | +123.4% | -164.8% | -49.7% |
| 3Y | -64.0% | +33.2% | -97.2% | -67.1% |
| 5Y | -81.3% | -52.0% | -29.3% | -80.4% |
| 10Y | -44.1% | +33.6% | -77.7% | -51.4% |
| All | +334.3% | +638.7% | -304.4% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling