+33.7%
ILMN vs NTRS
+165.3%
-131.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | -9.2% | +0.3% | -9.5% | -9.3% |
| 30D | +4.4% | +0.2% | +4.2% | +4.1% |
| 3M | +23.9% | +13.2% | +10.7% | +16.3% |
| 6M | +64.5% | +36.9% | +27.6% | +39.5% |
| YTD | +53.5% | +39.1% | +14.3% | +27.6% |
| 1Y | +110.8% | +50.4% | +60.3% | +67.1% |
| All | +33.7% | +165.3% | -131.6% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling