+11.8%
ILMN vs NXT
+231.9%
-220.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -6.0% | -5.7% | -0.3% | -5.3% |
| 30D | -23.0% | +18.5% | -41.6% | -24.7% |
| 3M | +10.4% | -4.1% | +14.5% | +10.5% |
| 6M | +49.4% | -20.3% | +69.7% | +51.3% |
| YTD | +62.3% | +15.5% | +46.9% | +53.7% |
| 1Y | +73.7% | -5.0% | +78.6% | +68.9% |
| 3Y | +122.5% | +191.6% | -69.1% | +72.5% |
| All | +11.8% | +231.9% | -220.1% | -18.9% |
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