-54.1%
ILMN vs NTRA
+177.1%
-231.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.4% |
| 7D | -3.9% | +1.6% | -5.5% | -4.3% |
| 30D | +6.9% | +3.8% | +3.1% | +5.8% |
| 3M | +28.1% | +48.2% | -20.1% | +12.8% |
| 6M | +65.0% | +61.0% | +4.0% | +40.4% |
| YTD | +56.3% | +44.2% | +12.1% | +37.0% |
| 1Y | +108.7% | +87.3% | +21.4% | +69.4% |
| 3Y | +33.1% | +509.4% | -476.4% | -25.8% |
| 5Y | -54.1% | +175.1% | -229.2% | -71.8% |
| All | -54.1% | +177.1% | -231.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling