+123.4%
ILMN vs NTRS
+46.5%
+76.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +9.2% | +1.2% | +8.0% | +8.7% |
| 3M | +29.8% | +8.3% | +21.5% | +27.2% |
| 6M | +69.2% | +30.0% | +39.2% | +56.9% |
| YTD | +66.4% | +38.0% | +28.3% | +48.1% |
| 1Y | +123.4% | +47.4% | +76.0% | +91.5% |
| All | +123.4% | +46.5% | +76.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling