-9.6%
CHYM vs ILMN
+136.2%
-145.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +7.1% | -2.9% | +10.0% | +7.8% |
| 30D | +15.7% | -23.8% | +39.5% | +22.0% |
| 3M | +4.3% | +7.5% | -3.2% | -0.3% |
| 6M | +92.9% | +42.8% | +50.2% | +67.7% |
| YTD | +33.3% | +57.8% | -24.5% | +11.7% |
| 1Y | +74.8% | +72.6% | +2.2% | +44.2% |
| All | -9.6% | +136.2% | -145.7% | -30.8% |
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