-45.5%
ILMN vs CHD
+30.9%
-76.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | -9.7% | +2.0% | -11.6% | -10.2% |
| 30D | -20.4% | +13.0% | -33.4% | -23.0% |
| 3M | +10.0% | +6.1% | +3.9% | +8.1% |
| 6M | +49.5% | +15.9% | +33.6% | +42.9% |
| YTD | +62.5% | +31.6% | +30.9% | +48.5% |
| 1Y | +76.0% | +28.5% | +47.5% | +62.0% |
| 3Y | +94.2% | +30.5% | +63.7% | +74.9% |
| All | -45.5% | +30.9% | -76.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling