+1,017.6%
ILMN vs CHD
+4,962.7%
-3,945.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -23.0% | +12.2% | -35.2% | -26.3% |
| 3M | +10.4% | +9.3% | +1.1% | +6.5% |
| 6M | +49.4% | +24.3% | +25.2% | +37.2% |
| YTD | +62.3% | +34.9% | +27.5% | +44.1% |
| 1Y | +73.7% | +32.7% | +41.0% | +54.9% |
| 3Y | +122.5% | +29.4% | +93.1% | +98.1% |
| 5Y | -43.2% | +31.7% | -74.9% | -50.6% |
| 10Y | +59.0% | +191.7% | -132.7% | 0.0% |
| All | +1,017.6% | +4,962.7% | -3,945.1% | +308.7% |
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