+8.7%
ILMN vs NXT
+213.5%
-204.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -2.9% | -9.4% | +6.5% | -1.8% |
| 30D | -23.8% | +15.1% | -38.9% | -25.2% |
| 3M | +7.5% | -9.1% | +16.6% | +8.2% |
| 6M | +42.8% | -30.3% | +73.1% | +47.0% |
| YTD | +57.8% | +9.1% | +48.7% | +50.4% |
| 1Y | +72.6% | +7.9% | +64.7% | +64.5% |
| 3Y | +129.3% | +176.5% | -47.1% | +78.8% |
| All | +8.7% | +213.5% | -204.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling