+164.5%
ILMN vs CNH
+28.6%
+135.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.9% | -4.3% | -7.0% |
| 7D | -28.3% | -0.4% | -27.9% | -28.4% |
| 30D | -24.0% | -15.2% | -8.7% | -20.5% |
| 3M | +4.1% | +4.3% | -0.2% | +1.4% |
| 6M | +49.6% | +10.1% | +39.5% | +41.7% |
| YTD | +58.6% | +23.2% | +35.4% | +42.7% |
| 1Y | +69.9% | +8.5% | +61.4% | +59.0% |
| 3Y | +82.9% | +4.1% | +78.8% | +71.2% |
| 5Y | -47.6% | -17.8% | -29.8% | -48.4% |
| 10Y | +58.8% | +113.3% | -54.5% | +16.6% |
| All | +164.5% | +28.6% | +135.9% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling