+58.0%
ILMN vs CHD
+191.9%
-134.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | -22.7% | +11.6% | -34.3% | -25.4% |
| 3M | +8.6% | +10.7% | -2.1% | +5.0% |
| 6M | +43.8% | +20.2% | +23.6% | +35.0% |
| YTD | +59.8% | +34.5% | +25.3% | +43.8% |
| 1Y | +71.8% | +32.6% | +39.2% | +55.3% |
| 3Y | +119.0% | +29.1% | +89.9% | +97.1% |
| 5Y | -43.8% | +31.5% | -75.4% | -50.8% |
| All | +58.0% | +191.9% | -134.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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