+2,898.7%
NEE vs ILMN
+1,366.8%
+1,532.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.7% |
| 7D | +3.9% | -9.7% | +13.6% | +4.6% |
| 30D | +12.8% | -20.4% | +33.2% | +14.3% |
| 3M | +3.6% | +10.0% | -6.5% | +2.2% |
| 6M | -7.5% | +49.5% | -57.0% | -10.9% |
| YTD | +10.7% | +62.5% | -51.8% | +5.6% |
| 1Y | +9.1% | +76.0% | -66.9% | +3.4% |
| 3Y | +61.0% | +94.2% | -33.2% | +49.3% |
| 5Y | +16.3% | -46.3% | +62.6% | +16.9% |
| 10Y | +264.6% | +62.7% | +201.9% | +238.5% |
| All | +2,898.7% | +1,366.8% | +1,532.0% | +2,237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling