+138.1%
ILMN vs NUE
+75.7%
+62.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.4% |
| 7D | -9.8% | -6.2% | -3.5% | -8.2% |
| 30D | -22.7% | +2.5% | -25.2% | -23.1% |
| 3M | +12.1% | -6.4% | +18.4% | +13.8% |
| 6M | +51.5% | +13.3% | +38.2% | +46.2% |
| YTD | +63.9% | +58.5% | +5.3% | +44.0% |
| 1Y | +76.6% | +81.9% | -5.3% | +49.3% |
| All | +138.1% | +75.7% | +62.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling