+284.2%
NEE vs ILMN
+54.3%
+229.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | +8.6% | -23.8% | +32.4% | +11.9% |
| 3M | -0.3% | +7.5% | -7.8% | -2.8% |
| 6M | -8.9% | +42.8% | -51.7% | -15.2% |
| YTD | +8.3% | +57.8% | -49.5% | -1.4% |
| 1Y | +4.3% | +72.6% | -68.4% | -6.5% |
| 3Y | +70.7% | +129.3% | -58.6% | +40.5% |
| 5Y | +12.8% | -44.5% | +57.3% | +16.8% |
| All | +284.2% | +54.3% | +229.9% | +251.0% |
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 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