+607.2%
NBIS vs ILMN
+52.6%
+554.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.9% |
| 7D | 0.0% | -2.6% | +2.6% | +1.6% |
| 30D | -36.0% | -20.6% | -15.4% | -30.2% |
| 3M | -24.7% | +17.5% | -42.2% | -28.6% |
| 6M | -20.1% | +55.6% | -75.7% | -31.6% |
| YTD | +69.0% | +68.3% | +0.7% | +38.3% |
| 1Y | +27.1% | +81.1% | -54.0% | +0.9% |
| All | +607.2% | +52.6% | +554.6% | +349.1% |
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 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