-43.8%
ILMN vs CNH
-17.7%
-26.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | +3.0% | -5.9% | -3.9% |
| 30D | -23.8% | -0.6% | -23.2% | -24.0% |
| 3M | +7.5% | +14.6% | -7.2% | +0.9% |
| 6M | +42.8% | +11.8% | +31.0% | +33.5% |
| YTD | +57.8% | +30.4% | +27.4% | +35.3% |
| 1Y | +72.6% | +19.1% | +53.5% | +53.6% |
| 3Y | +129.3% | +30.2% | +99.2% | +93.2% |
| All | -43.8% | -17.7% | -26.2% | -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