-5.0%
ILMN vs NTR
+81.1%
-86.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | +7.5% | +6.4% | +1.1% | +5.2% |
| 6M | +42.8% | +1.6% | +41.2% | +41.1% |
| YTD | +57.8% | +18.2% | +39.6% | +47.2% |
| 1Y | +72.6% | +23.9% | +48.7% | +58.4% |
| 3Y | +129.3% | +44.7% | +84.7% | +96.1% |
| 5Y | -44.5% | +21.3% | -65.8% | -53.1% |
| All | -5.0% | +81.1% | -86.1% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling