-42.6%
ILMN vs NUE
+146.2%
-188.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.5% |
| 7D | -9.8% | -6.2% | -3.5% | -8.0% |
| 30D | -22.7% | +2.5% | -25.2% | -23.2% |
| 3M | +12.1% | -6.4% | +18.4% | +14.1% |
| 6M | +51.5% | +13.3% | +38.2% | +45.2% |
| YTD | +63.9% | +58.5% | +5.3% | +41.1% |
| 1Y | +76.6% | +81.9% | -5.3% | +45.7% |
| 3Y | +124.6% | +75.3% | +49.3% | +80.6% |
| All | -42.6% | +146.2% | -188.8% | -59.4% |
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