+37.0%
CHYM vs ILMN
+127.6%
-90.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | +30.2% | +9.2% | +21.1% | +26.9% |
| 3M | +85.9% | +29.8% | +56.1% | +71.3% |
| 6M | +49.9% | +69.2% | -19.3% | +28.2% |
| YTD | +34.1% | +66.4% | -32.2% | +14.6% |
| 1Y | +37.0% | +123.4% | -86.4% | +14.7% |
| All | +37.0% | +127.6% | -90.6% | +14.7% |
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