+332.4%
NEM vs ILMN
+61.7%
+270.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.0% |
| 7D | +14.7% | -2.6% | +17.3% | +14.9% |
| 30D | +6.2% | -20.6% | +26.8% | +9.3% |
| 3M | +11.0% | +17.5% | -6.4% | +7.8% |
| 6M | +7.9% | +55.6% | -47.7% | +0.6% |
| YTD | +26.2% | +68.3% | -42.2% | +15.9% |
| 1Y | +51.5% | +81.1% | -29.6% | +37.9% |
| 3Y | +290.6% | +112.2% | +178.4% | +240.5% |
| 5Y | +153.1% | -42.6% | +195.7% | +151.0% |
| 10Y | +332.4% | +70.5% | +261.9% | +291.3% |
| All | +332.4% | +61.7% | +270.7% | +291.3% |
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