+291.2%
NEE vs ILMN
+59.3%
+231.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.8% | -6.0% | +3.2% | -2.1% |
| 30D | +9.5% | -23.0% | +32.6% | +12.7% |
| 3M | +1.0% | +10.4% | -9.4% | -1.9% |
| 6M | -8.0% | +49.4% | -57.4% | -14.9% |
| YTD | +9.4% | +62.3% | -52.9% | -0.7% |
| 1Y | +3.1% | +73.7% | -70.5% | -7.5% |
| 3Y | +70.5% | +122.5% | -52.0% | +41.3% |
| 5Y | +15.2% | -43.2% | +58.4% | +18.9% |
| 10Y | +291.2% | +59.0% | +232.2% | +256.1% |
| All | +291.2% | +59.3% | +231.9% | +256.1% |
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 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