-43.8%
ILMN vs CNH
-16.3%
-27.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.2% |
| 7D | +0.7% | +6.4% | -5.7% | -1.4% |
| 30D | -22.7% | -1.6% | -21.1% | -22.6% |
| 3M | +8.6% | +11.6% | -2.9% | +3.0% |
| 6M | +43.8% | +12.5% | +31.3% | +34.2% |
| YTD | +59.8% | +31.1% | +28.7% | +36.7% |
| 1Y | +71.8% | +17.0% | +54.8% | +54.1% |
| 3Y | +119.0% | +28.7% | +90.3% | +85.4% |
| 5Y | -43.8% | -17.4% | -26.4% | -45.8% |
| All | -43.8% | -16.3% | -27.5% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling