-7.6%
ILMN vs NTR
+98.7%
-106.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.1% |
| 7D | -9.2% | -2.5% | -6.7% | -8.6% |
| 30D | +4.4% | +17.0% | -12.7% | -0.1% |
| 3M | +23.9% | +22.2% | +1.7% | +16.9% |
| 6M | +64.5% | +5.2% | +59.3% | +60.5% |
| YTD | +53.5% | +29.7% | +23.8% | +40.0% |
| 1Y | +110.8% | +39.4% | +71.4% | +86.9% |
| 3Y | +30.7% | +38.2% | -7.5% | +14.0% |
| 5Y | -54.8% | +47.6% | -102.5% | -64.3% |
| All | -7.6% | +98.7% | -106.3% | -41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling