+129.3%
ILMN vs CNH
+29.5%
+99.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | +3.0% | -5.9% | -3.7% |
| 30D | -23.8% | -0.6% | -23.2% | -23.9% |
| 3M | +7.5% | +14.6% | -7.2% | +1.8% |
| 6M | +42.8% | +11.8% | +31.0% | +34.8% |
| YTD | +57.8% | +30.4% | +27.4% | +35.6% |
| 1Y | +72.6% | +19.1% | +53.5% | +54.3% |
| 3Y | +129.3% | +30.2% | +99.2% | +85.4% |
| All | +129.3% | +29.5% | +99.8% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling