+15.9%
ILMN vs NXT
+246.1%
-230.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | +15.1% | -17.7% | -4.2% |
| 30D | -20.6% | +21.8% | -42.4% | -22.6% |
| 3M | +17.5% | +1.6% | +15.9% | +16.8% |
| 6M | +55.6% | -16.7% | +72.3% | +56.8% |
| YTD | +68.3% | +20.4% | +47.9% | +58.6% |
| 1Y | +81.1% | +0.2% | +80.9% | +74.9% |
| 3Y | +112.2% | +208.7% | -96.5% | +63.2% |
| All | +15.9% | +246.1% | -230.2% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling