-45.5%
ILMN vs CNH
-14.7%
-30.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.6% |
| 7D | -9.7% | -1.7% | -8.0% | -9.1% |
| 30D | -20.4% | -7.2% | -13.2% | -18.9% |
| 3M | +10.0% | +6.5% | +3.5% | +6.0% |
| 6M | +49.5% | +7.9% | +41.6% | +41.6% |
| YTD | +62.5% | +26.6% | +35.9% | +40.9% |
| 1Y | +76.0% | +13.8% | +62.2% | +59.2% |
| 3Y | +94.2% | +9.2% | +85.0% | +74.9% |
| All | -45.5% | -14.7% | -30.9% | -47.6% |
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 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