+59.0%
ILMN vs CNH
+113.9%
-54.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -6.0% | +6.7% | -12.7% | -8.0% |
| 30D | -23.0% | +7.2% | -30.2% | -25.2% |
| 3M | +10.4% | +17.5% | -7.1% | +3.0% |
| 6M | +49.4% | +15.0% | +34.5% | +38.6% |
| YTD | +62.3% | +36.8% | +25.6% | +38.8% |
| 1Y | +73.7% | +27.6% | +46.0% | +52.1% |
| 3Y | +122.5% | +34.3% | +88.2% | +88.6% |
| 5Y | -43.2% | -12.2% | -30.9% | -45.6% |
| 10Y | +59.0% | +113.9% | -54.9% | +9.5% |
| All | +59.0% | +113.9% | -54.9% | +9.5% |
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