+107.9%
ILMN vs NTRS
+51.4%
+56.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | +7.0% | -0.7% | +7.7% | +7.1% |
| 3M | +24.2% | +11.3% | +12.9% | +21.3% |
| 6M | +69.9% | +35.5% | +34.4% | +57.1% |
| YTD | +57.4% | +40.6% | +16.8% | +40.7% |
| 1Y | +107.9% | +49.2% | +58.7% | +79.5% |
| All | +107.9% | +51.4% | +56.5% | +79.5% |
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