+1,119.4%
NBIS vs ILMN
+45.9%
+1,073.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +8.8% |
| 7D | +22.2% | +1.9% | +20.3% | +21.3% |
| 30D | +29.7% | +12.3% | +17.5% | +24.0% |
| 3M | +11.9% | +33.5% | -21.7% | +0.1% |
| 6M | +173.0% | +69.4% | +103.6% | +124.8% |
| YTD | +191.4% | +60.9% | +130.4% | +140.2% |
| 1Y | +280.7% | +115.0% | +165.7% | +174.3% |
| All | +1,119.4% | +45.9% | +1,073.5% | +680.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling