+81.4%
ILMN vs CNH
+33.2%
+48.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.9% | -7.3% | +3.3% |
| 7D | -2.6% | +8.6% | -11.1% | -2.9% |
| 30D | -20.6% | +12.6% | -33.2% | -20.8% |
| 3M | +17.5% | +17.5% | 0.0% | +16.7% |
| 6M | +55.6% | +18.1% | +37.5% | +54.8% |
| YTD | +68.3% | +40.4% | +27.9% | +54.1% |
| All | +81.4% | +33.2% | +48.2% | +67.6% |
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