+281.9%
NEE vs ILMN
+61.7%
+220.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.6% |
| 7D | +2.2% | -2.6% | +4.7% | +2.3% |
| 30D | +12.3% | -20.6% | +32.9% | +15.0% |
| 3M | +3.4% | +17.5% | -14.1% | -0.5% |
| 6M | -5.3% | +55.6% | -60.9% | -12.9% |
| YTD | +10.6% | +68.3% | -57.8% | -0.2% |
| 1Y | +6.5% | +81.1% | -74.7% | -5.0% |
| 3Y | +73.5% | +112.2% | -38.6% | +45.4% |
| 5Y | +17.0% | -42.6% | +59.6% | +20.6% |
| 10Y | +281.9% | +70.5% | +211.4% | +247.0% |
| All | +281.9% | +61.7% | +220.2% | +247.0% |
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