+93.9%
ILMN vs NYT
+16.5%
+77.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -21.6% | -3.9% | -17.7% | -21.4% |
| 30D | -22.9% | +4.3% | -27.1% | -23.5% |
| 3M | +11.6% | -11.7% | +23.3% | +12.6% |
| 6M | +62.5% | -14.4% | +77.0% | +65.6% |
| YTD | +72.7% | -3.0% | +75.8% | +73.4% |
| 1Y | +93.9% | +16.5% | +77.3% | +97.2% |
| All | +93.9% | +16.5% | +77.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling