+2,777.3%
NEE vs ILMN
+1,401.8%
+1,375.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.6% |
| 7D | +1.9% | +1.2% | +0.7% | +1.8% |
| 30D | -2.2% | +9.2% | -11.3% | -2.9% |
| 3M | -1.2% | +29.8% | -31.0% | -3.3% |
| 6M | -8.6% | +69.2% | -77.8% | -12.4% |
| YTD | +6.2% | +66.4% | -60.2% | +1.7% |
| 1Y | +21.1% | +123.4% | -102.3% | +13.0% |
| 3Y | +36.4% | +33.2% | +3.2% | +30.7% |
| 5Y | +11.4% | -52.0% | +63.3% | +13.4% |
| 10Y | +250.0% | +33.6% | +216.4% | +229.4% |
| All | +2,777.3% | +1,401.8% | +1,375.5% | +2,151.4% |
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