-53.1%
ILMN vs NWSA
+40.6%
-93.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.2% |
| 7D | +1.9% | -2.6% | +4.5% | +3.5% |
| 30D | +12.3% | +4.6% | +7.7% | +9.6% |
| 3M | +33.5% | +10.2% | +23.3% | +25.6% |
| 6M | +69.4% | +21.6% | +47.7% | +49.5% |
| YTD | +60.9% | +14.6% | +46.3% | +47.0% |
| 1Y | +115.0% | +0.4% | +114.6% | +111.3% |
| 3Y | +37.0% | +45.0% | -8.0% | +7.9% |
| 5Y | -53.1% | +41.3% | -94.4% | -64.4% |
| All | -53.1% | +40.6% | -93.8% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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