+93.9%
ILMN vs CNH
+15.2%
+78.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -21.6% | +6.5% | -28.0% | -21.6% |
| 30D | -22.9% | -12.0% | -10.9% | -22.2% |
| 3M | +11.6% | +4.4% | +7.2% | +11.2% |
| 6M | +62.5% | +15.7% | +46.9% | +61.5% |
| YTD | +72.7% | +28.2% | +44.5% | +59.5% |
| 1Y | +93.9% | +14.8% | +79.1% | +83.2% |
| All | +93.9% | +15.2% | +78.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling