+23.4%
ILMN vs NUE
+595.7%
-572.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -3.9% | -2.3% | -1.6% | -3.2% |
| 30D | +6.9% | -6.1% | +13.0% | +8.6% |
| 3M | +28.1% | +1.7% | +26.4% | +26.6% |
| 6M | +65.0% | +53.1% | +11.9% | +44.3% |
| YTD | +56.3% | +59.0% | -2.8% | +34.6% |
| 1Y | +108.7% | +85.3% | +23.4% | +70.9% |
| 3Y | +33.1% | +63.2% | -30.2% | +10.2% |
| 5Y | -54.1% | +146.8% | -200.9% | -67.6% |
| All | +23.4% | +595.7% | -572.3% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling