+10.8%
ILMN vs NXT
+181.9%
-171.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | +1.9% | +2.9% | -1.0% | +1.5% |
| 30D | +12.3% | -17.2% | +29.5% | +14.8% |
| 3M | +33.5% | -32.0% | +65.5% | +38.9% |
| 6M | +69.4% | -15.8% | +85.1% | +69.4% |
| YTD | +60.9% | -1.9% | +62.8% | +55.9% |
| 1Y | +115.0% | +22.5% | +92.5% | +100.2% |
| 3Y | +37.0% | +100.5% | -63.5% | +12.2% |
| All | +10.8% | +181.9% | -171.1% | -17.8% |
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