+1,018.6%
ILMN vs CHD
+4,841.1%
-3,822.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.1% |
| 7D | -9.7% | +2.0% | -11.6% | -10.4% |
| 30D | -20.4% | +13.0% | -33.4% | -24.0% |
| 3M | +10.0% | +6.1% | +3.9% | +7.2% |
| 6M | +49.5% | +15.9% | +33.6% | +40.7% |
| YTD | +62.5% | +31.6% | +30.9% | +45.4% |
| 1Y | +76.0% | +28.5% | +47.5% | +58.7% |
| 3Y | +94.2% | +30.5% | +63.7% | +72.3% |
| 5Y | -46.3% | +30.7% | -77.0% | -53.2% |
| 10Y | +62.7% | +184.2% | -121.5% | +3.2% |
| All | +1,018.6% | +4,841.1% | -3,822.5% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling