+11.9%
ILMN vs NXT
+246.1%
-234.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.9% | +1.9% |
| 7D | -9.7% | +32.2% | -41.9% | -12.7% |
| 30D | -20.4% | +21.9% | -42.3% | -22.4% |
| 3M | +10.0% | +6.6% | +3.4% | +8.7% |
| 6M | +49.5% | -16.8% | +66.3% | +50.6% |
| YTD | +62.5% | +20.4% | +42.1% | +53.1% |
| 1Y | +76.0% | -1.5% | +77.5% | +70.4% |
| 3Y | +94.2% | +182.4% | -88.2% | +51.9% |
| All | +11.9% | +246.1% | -234.2% | -19.2% |
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