+1,040.6%
NBIS vs ILMN
+39.1%
+1,001.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.5% |
| 7D | +8.3% | -9.2% | +17.5% | +11.6% |
| 30D | +18.1% | +4.4% | +13.7% | +15.7% |
| 3M | +7.8% | +23.9% | -16.1% | -1.0% |
| 6M | +136.6% | +64.5% | +72.1% | +96.7% |
| YTD | +172.5% | +53.5% | +119.1% | +128.2% |
| 1Y | +144.3% | +110.8% | +33.5% | +76.0% |
| All | +1,040.6% | +39.1% | +1,001.4% | +641.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling