+129.3%
ILMN vs NTR
+47.6%
+81.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -23.8% | +2.0% | -25.8% | -24.1% |
| 3M | +7.5% | +6.4% | +1.1% | +6.3% |
| 6M | +42.8% | +1.6% | +41.2% | +42.3% |
| YTD | +57.8% | +18.2% | +39.6% | +50.0% |
| 1Y | +72.6% | +23.9% | +48.7% | +61.7% |
| 3Y | +129.3% | +44.7% | +84.7% | +94.6% |
| All | +129.3% | +47.6% | +81.7% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling