+248.8%
NBIS vs ILMN
+127.6%
+121.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.0% | +7.8% |
| 7D | +8.2% | +1.2% | +7.0% | +7.9% |
| 30D | +3.4% | +9.2% | -5.8% | +1.9% |
| 3M | -12.8% | +29.8% | -42.7% | -17.1% |
| 6M | +131.5% | +69.2% | +62.3% | +109.2% |
| YTD | +170.5% | +66.4% | +104.1% | +142.6% |
| 1Y | +248.8% | +123.4% | +125.4% | +204.9% |
| All | +248.8% | +127.6% | +121.1% | +204.9% |
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