+59.8%
ILMN vs CNH
+116.5%
-56.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.6% |
| 7D | -9.7% | -1.7% | -8.0% | -9.1% |
| 30D | -20.4% | -7.2% | -13.2% | -18.9% |
| 3M | +10.0% | +6.5% | +3.5% | +6.1% |
| 6M | +49.5% | +7.9% | +41.6% | +41.8% |
| YTD | +62.5% | +26.6% | +35.9% | +42.8% |
| 1Y | +76.0% | +13.8% | +62.2% | +60.4% |
| 3Y | +94.2% | +9.2% | +85.0% | +76.6% |
| 5Y | -46.3% | -15.6% | -30.7% | -48.0% |
| All | +59.8% | +116.5% | -56.6% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling