+28.0%
NBIS vs ILMN
+92.1%
-64.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -5.2% |
| 7D | -22.4% | -21.6% | -0.8% | -17.0% |
| 30D | -39.1% | -22.9% | -16.3% | -35.0% |
| 3M | -37.3% | +11.6% | -48.9% | -36.9% |
| 6M | -19.8% | +62.5% | -82.3% | -25.4% |
| YTD | +69.1% | +72.7% | -3.7% | +44.0% |
| 1Y | +28.0% | +93.9% | -65.8% | +1.3% |
| All | +28.0% | +92.1% | -64.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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