+177.5%
ILMN vs CNH
+64.7%
+112.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | +1.2% | +23.3% | -22.1% | -5.3% |
| 30D | +9.2% | +33.5% | -24.3% | -0.5% |
| 3M | +29.8% | +32.7% | -2.9% | +17.7% |
| 6M | +69.2% | +22.2% | +47.0% | +56.0% |
| YTD | +66.4% | +57.7% | +8.7% | +40.0% |
| 1Y | +123.4% | +28.0% | +95.4% | +100.8% |
| 3Y | +33.2% | +11.5% | +21.6% | +23.1% |
| 5Y | -52.0% | +11.9% | -63.8% | -56.6% |
| 10Y | +33.6% | +162.8% | -129.2% | -7.8% |
| All | +177.5% | +64.7% | +112.9% | +114.8% |
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 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