+93.9%
ILMN vs NTR
+36.7%
+57.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -4.6% |
| 7D | -21.6% | +4.3% | -25.9% | -21.2% |
| 30D | -22.9% | +2.6% | -25.4% | -22.5% |
| 3M | +11.6% | +8.5% | +3.1% | +12.6% |
| 6M | +62.5% | -3.3% | +65.9% | +63.4% |
| YTD | +72.7% | +19.6% | +53.1% | +76.7% |
| 1Y | +93.9% | +37.6% | +56.2% | +93.3% |
| All | +93.9% | +36.7% | +57.2% | +93.3% |
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