-6.9%
CHYM vs ILMN
+133.9%
-140.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.9% | +9.8% | +7.7% |
| 7D | +3.4% | -3.9% | +7.3% | +4.5% |
| 30D | +12.0% | +6.9% | +5.1% | +9.7% |
| 3M | +102.4% | +28.1% | +74.3% | +86.2% |
| 6M | +52.7% | +65.0% | -12.3% | +30.4% |
| YTD | +37.3% | +56.3% | -19.0% | +18.0% |
| 1Y | +42.2% | +108.7% | -66.5% | +15.9% |
| All | -6.9% | +133.9% | -140.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling