+70.5%
ILMN vs CHD
+181.4%
-110.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | -20.6% | +13.5% | -34.1% | -23.7% |
| 3M | +17.5% | +8.1% | +9.3% | +14.4% |
| 6M | +55.6% | +19.9% | +35.7% | +46.3% |
| YTD | +68.3% | +34.0% | +34.3% | +52.0% |
| 1Y | +81.1% | +29.8% | +51.3% | +65.2% |
| 3Y | +112.2% | +28.7% | +83.4% | +91.5% |
| 5Y | -42.6% | +31.8% | -74.4% | -49.6% |
| 10Y | +70.5% | +178.2% | -107.7% | +31.5% |
| All | +70.5% | +181.4% | -110.9% | +31.5% |
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