+1,045.4%
ILMN vs NUE
+5,517.7%
-4,472.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | +4.2% | -3.0% | -0.2% |
| 30D | +9.2% | -5.0% | +14.2% | +10.7% |
| 3M | +29.8% | -0.2% | +30.1% | +28.9% |
| 6M | +69.2% | +49.1% | +20.1% | +46.8% |
| YTD | +66.4% | +61.0% | +5.4% | +40.1% |
| 1Y | +123.4% | +82.5% | +40.9% | +79.5% |
| 3Y | +33.2% | +57.9% | -24.8% | +9.1% |
| 5Y | -52.0% | +146.6% | -198.5% | -67.5% |
| 10Y | +33.6% | +561.6% | -528.0% | -40.9% |
| All | +1,045.4% | +5,517.7% | -4,472.4% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling