+40.7%
ILMN vs NXT
+98.3%
-57.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.7% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +9.2% | -15.3% | +24.5% | +11.2% |
| 3M | +29.8% | -43.8% | +73.6% | +38.0% |
| 6M | +69.2% | -18.7% | +87.9% | +69.9% |
| YTD | +66.4% | -3.0% | +69.4% | +61.3% |
| 1Y | +123.4% | +22.7% | +100.7% | +108.0% |
| All | +40.7% | +98.3% | -57.6% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling