+56.0%
ILMN vs CNH
+106.0%
-50.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.9% | +3.0% | -5.9% | -4.0% |
| 30D | -23.8% | -0.6% | -23.2% | -24.1% |
| 3M | +7.5% | +14.6% | -7.2% | +1.0% |
| 6M | +42.8% | +11.8% | +31.0% | +33.6% |
| YTD | +57.8% | +30.4% | +27.4% | +37.0% |
| 1Y | +72.6% | +19.1% | +53.5% | +54.9% |
| 3Y | +129.3% | +30.2% | +99.2% | +96.2% |
| 5Y | -44.5% | -17.8% | -26.7% | -45.7% |
| All | +56.0% | +106.0% | -50.0% | +9.4% |
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