+1,007.8%
ILMN vs NYT
+125.9%
+881.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +12.3% | +7.0% | +5.3% | +10.0% |
| 3M | +33.5% | -7.9% | +41.4% | +36.0% |
| 6M | +69.4% | -15.0% | +84.4% | +76.5% |
| YTD | +60.9% | -1.3% | +62.2% | +59.9% |
| 1Y | +115.0% | +16.9% | +98.1% | +102.4% |
| 3Y | +37.0% | +58.9% | -21.9% | +15.7% |
| 5Y | -53.1% | +40.9% | -94.0% | -59.7% |
| 10Y | +27.6% | +471.8% | -444.2% | -31.0% |
| All | +1,007.8% | +125.9% | +881.8% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling