+49.5%
ILMN vs NXT
-16.0%
+65.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.9% | +2.2% |
| 7D | -9.7% | +32.2% | -41.9% | -10.8% |
| 30D | -20.4% | +21.9% | -42.3% | -21.1% |
| 3M | +10.0% | +6.6% | +3.4% | +10.0% |
| 6M | +49.5% | -16.8% | +66.3% | +52.7% |
| All | +49.5% | -16.0% | +65.5% | +52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling