+123.4%
ILMN vs NTR
+43.1%
+80.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | +1.2% | +8.1% | -6.9% | +1.8% |
| 30D | +9.2% | +18.8% | -9.6% | +10.6% |
| 3M | +29.8% | +16.2% | +13.6% | +31.8% |
| 6M | +69.2% | +9.8% | +59.4% | +70.5% |
| YTD | +66.4% | +30.9% | +35.5% | +74.3% |
| 1Y | +123.4% | +41.8% | +81.6% | +142.4% |
| All | +123.4% | +43.1% | +80.3% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling