+245.4%
NEE vs ILMN
+28.5%
+216.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | -0.2% | +12.3% | -12.5% | -2.1% |
| 3M | +0.5% | +33.5% | -33.0% | -4.0% |
| 6M | -6.5% | +69.4% | -75.9% | -14.2% |
| YTD | +6.7% | +60.9% | -54.2% | -1.7% |
| 1Y | +23.6% | +115.0% | -91.4% | +7.9% |
| 3Y | +37.1% | +37.0% | +0.1% | +25.8% |
| 5Y | +10.9% | -53.1% | +64.1% | +19.3% |
| 10Y | +245.4% | +27.6% | +217.8% | +204.2% |
| All | +245.4% | +28.5% | +216.9% | +204.2% |
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