+11.4%
NEE vs ILMN
+92.1%
-80.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +4.6% |
| 7D | +9.2% | -21.6% | +30.7% | +8.1% |
| 30D | +16.0% | -22.9% | +38.8% | +14.9% |
| 3M | +2.2% | +11.6% | -9.4% | +1.1% |
| 6M | -6.0% | +62.5% | -68.6% | -7.3% |
| YTD | +12.6% | +72.7% | -60.1% | +9.1% |
| 1Y | +11.4% | +93.9% | -82.5% | +5.6% |
| All | +11.4% | +92.1% | -80.8% | +5.6% |
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