+93.9%
ILMN vs NXT
+10.5%
+83.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.1% | -16.0% | -5.4% |
| 7D | -21.6% | +30.0% | -51.6% | -22.6% |
| 30D | -22.9% | +28.6% | -51.5% | -23.9% |
| 3M | +11.6% | +8.4% | +3.2% | +11.1% |
| 6M | +62.5% | -8.7% | +71.3% | +62.5% |
| YTD | +72.7% | +22.5% | +50.2% | +60.1% |
| 1Y | +93.9% | +6.9% | +87.0% | +85.5% |
| All | +93.9% | +10.5% | +83.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling