+40.2%
ILMN vs NTR
+40.7%
-0.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | +1.9% | +3.8% | -2.0% | +1.2% |
| 30D | +12.3% | +25.2% | -13.0% | +7.8% |
| 3M | +33.5% | +21.0% | +12.5% | +28.9% |
| 6M | +69.4% | +7.6% | +61.8% | +66.1% |
| YTD | +60.9% | +32.9% | +28.1% | +49.4% |
| 1Y | +115.0% | +43.1% | +71.9% | +94.2% |
| All | +40.2% | +40.7% | -0.4% | +20.7% |
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 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