+37.0%
ILMN vs NUE
+59.4%
-22.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.9% |
| 7D | +1.9% | +1.8% | +0.1% | +1.5% |
| 30D | +12.3% | -6.0% | +18.2% | +13.8% |
| 3M | +33.5% | +1.4% | +32.1% | +32.3% |
| 6M | +69.4% | +52.8% | +16.5% | +50.1% |
| YTD | +60.9% | +58.1% | +2.8% | +40.3% |
| 1Y | +115.0% | +80.4% | +34.6% | +79.7% |
| 3Y | +37.0% | +62.3% | -25.3% | +12.2% |
| All | +37.0% | +59.4% | -22.4% | +12.2% |
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