+49.5%
ILMN vs CHD
+16.8%
+32.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +1.9% |
| 7D | -9.7% | +2.0% | -11.6% | -9.0% |
| 30D | -20.4% | +13.0% | -33.4% | -18.8% |
| 3M | +10.0% | +6.1% | +3.9% | +11.2% |
| 6M | +49.5% | +15.9% | +33.6% | +54.9% |
| All | +49.5% | +16.8% | +32.7% | +54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling