+1,007.8%
ILMN vs NTRS
+337.8%
+670.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -2.8% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | +12.3% | +0.1% | +12.2% | +12.1% |
| 3M | +33.5% | +9.8% | +23.7% | +27.4% |
| 6M | +69.4% | +34.7% | +34.7% | +46.5% |
| YTD | +60.9% | +37.4% | +23.5% | +37.0% |
| 1Y | +115.0% | +48.2% | +66.8% | +76.4% |
| 3Y | +37.0% | +163.5% | -126.5% | -15.1% |
| 5Y | -53.1% | +88.2% | -141.4% | -66.7% |
| 10Y | +27.6% | +246.8% | -219.3% | -37.9% |
| All | +1,007.8% | +337.8% | +670.0% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling