-51.5%
ILMN vs NUE
+146.4%
-198.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | +4.2% | -3.0% | +0.1% |
| 30D | +9.2% | -5.0% | +14.2% | +10.5% |
| 3M | +29.8% | -0.2% | +30.1% | +29.1% |
| 6M | +69.2% | +49.1% | +20.1% | +49.2% |
| YTD | +66.4% | +61.0% | +5.4% | +42.6% |
| 1Y | +123.4% | +82.5% | +40.9% | +83.5% |
| 3Y | +33.2% | +57.9% | -24.8% | +10.8% |
| All | -51.5% | +146.4% | -198.0% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling