+93.9%
ILMN vs NTRS
+43.5%
+50.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -5.4% |
| 7D | -21.6% | +3.6% | -25.1% | -21.9% |
| 30D | -22.9% | +4.3% | -27.2% | -23.3% |
| 3M | +11.6% | -1.9% | +13.5% | +11.3% |
| 6M | +62.5% | +11.4% | +51.1% | +57.8% |
| YTD | +72.7% | +32.3% | +40.4% | +53.6% |
| 1Y | +93.9% | +42.5% | +51.3% | +66.8% |
| All | +93.9% | +43.5% | +50.4% | +66.8% |
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