+93.9%
ILMN vs NUE
+86.4%
+7.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.5% |
| 7D | -21.6% | -1.4% | -20.1% | -21.3% |
| 30D | -22.9% | +6.6% | -29.4% | -23.7% |
| 3M | +11.6% | -2.0% | +13.6% | +11.3% |
| 6M | +62.5% | +19.2% | +43.3% | +57.5% |
| YTD | +72.7% | +65.6% | +7.1% | +51.9% |
| 1Y | +93.9% | +87.8% | +6.0% | +58.7% |
| All | +93.9% | +86.4% | +7.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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