+61.0%
NEE vs ILMN
+88.1%
-27.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.6% |
| 7D | +3.9% | -9.7% | +13.6% | +4.2% |
| 30D | +12.8% | -20.4% | +33.2% | +13.6% |
| 3M | +3.6% | +10.0% | -6.5% | +1.8% |
| 6M | -7.5% | +49.5% | -57.0% | -11.2% |
| YTD | +10.7% | +62.5% | -51.8% | +5.2% |
| 1Y | +9.1% | +76.0% | -66.9% | +2.9% |
| 3Y | +61.0% | +94.2% | -33.2% | +45.6% |
| All | +61.0% | +88.1% | -27.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling