+1,028.0%
ILMN vs NUE
+5,431.9%
-4,403.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.6% |
| 7D | -9.8% | -6.2% | -3.5% | -7.8% |
| 30D | -22.7% | +2.5% | -25.2% | -23.3% |
| 3M | +12.1% | -6.4% | +18.4% | +14.4% |
| 6M | +51.5% | +13.3% | +38.2% | +44.4% |
| YTD | +63.9% | +58.5% | +5.3% | +38.9% |
| 1Y | +76.6% | +81.9% | -5.3% | +43.0% |
| 3Y | +124.6% | +75.3% | +49.3% | +78.2% |
| 5Y | -42.7% | +149.9% | -192.6% | -61.2% |
| 10Y | +59.7% | +436.0% | -376.3% | -23.5% |
| All | +1,028.0% | +5,431.9% | -4,403.9% | +107.6% |
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 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