+24.3%
ILMN vs NTRS
+259.9%
-235.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | -5.4% | +1.4% | -6.8% | -5.9% |
| 30D | +7.0% | -0.7% | +7.7% | +7.2% |
| 3M | +24.2% | +11.3% | +12.9% | +18.4% |
| 6M | +69.9% | +35.5% | +34.4% | +48.6% |
| YTD | +57.4% | +40.6% | +16.8% | +34.6% |
| 1Y | +107.9% | +49.2% | +58.7% | +73.0% |
| 3Y | +37.1% | +167.2% | -130.1% | -11.7% |
| 5Y | -53.7% | +94.9% | -148.6% | -66.7% |
| All | +24.3% | +259.9% | -235.6% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling