-54.8%
ILMN vs NYT
+39.3%
-94.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -9.2% | -0.7% | -8.5% | -8.9% |
| 30D | +4.4% | +4.5% | -0.1% | +2.6% |
| 3M | +23.9% | -8.5% | +32.4% | +26.9% |
| 6M | +64.5% | -15.1% | +79.6% | +73.2% |
| YTD | +53.5% | -3.3% | +56.7% | +52.7% |
| 1Y | +110.8% | +17.0% | +93.8% | +93.2% |
| 3Y | +30.7% | +55.7% | -25.0% | +1.8% |
| 5Y | -54.8% | +38.9% | -93.7% | -67.5% |
| All | -54.8% | +39.3% | -94.1% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling