-51.4%
ILMN vs CHD
+23.9%
-75.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -2.7% | +3.9% | +1.9% |
| 30D | +9.2% | -4.6% | +13.8% | +10.5% |
| 3M | +29.8% | +5.0% | +24.8% | +27.8% |
| 6M | +69.2% | -3.2% | +72.4% | +70.2% |
| YTD | +66.4% | +18.6% | +47.7% | +56.6% |
| 1Y | +123.4% | +4.8% | +118.6% | +116.3% |
| 3Y | +33.2% | +6.1% | +27.0% | +26.9% |
| All | -51.4% | +23.9% | -75.3% | -58.0% |
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