+1,045.4%
ILMN vs CHD
+4,353.9%
-3,308.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | -2.7% | +3.9% | +2.2% |
| 30D | +9.2% | -4.6% | +13.8% | +10.9% |
| 3M | +29.8% | +5.0% | +24.8% | +27.2% |
| 6M | +69.2% | -3.2% | +72.4% | +69.8% |
| YTD | +66.4% | +18.6% | +47.7% | +54.9% |
| 1Y | +123.4% | +4.8% | +118.6% | +117.7% |
| 3Y | +33.2% | +6.1% | +27.0% | +27.3% |
| 5Y | -52.0% | +24.0% | -75.9% | -57.3% |
| 10Y | +33.6% | +124.5% | -90.8% | -7.5% |
| All | +1,045.4% | +4,353.9% | -3,308.6% | +339.6% |
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