+27.6%
ILMN vs CHD
+124.1%
-96.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.2% | -2.7% |
| 7D | +1.9% | -2.9% | +4.8% | +2.8% |
| 30D | +12.3% | -6.2% | +18.5% | +14.4% |
| 3M | +33.5% | +1.6% | +32.0% | +32.6% |
| 6M | +69.4% | -3.5% | +72.9% | +70.2% |
| YTD | +60.9% | +16.2% | +44.7% | +52.0% |
| 1Y | +115.0% | +3.4% | +111.6% | +110.4% |
| 3Y | +37.0% | +4.6% | +32.4% | +31.8% |
| 5Y | -53.1% | +21.1% | -74.3% | -57.8% |
| 10Y | +27.6% | +126.5% | -99.0% | +0.9% |
| All | +27.6% | +124.1% | -96.6% | +0.9% |
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