+291.3%
NEM vs ILMN
+28.5%
+262.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | +3.9% | +1.9% | +2.0% | +3.6% |
| 30D | +12.7% | +12.3% | +0.4% | +11.0% |
| 3M | +28.7% | +33.5% | -4.9% | +23.5% |
| 6M | +9.8% | +69.4% | -59.6% | +1.8% |
| YTD | +28.1% | +60.9% | -32.8% | +19.5% |
| 1Y | +69.3% | +115.0% | -45.6% | +51.2% |
| 3Y | +247.7% | +37.0% | +210.7% | +222.8% |
| 5Y | +153.4% | -53.1% | +206.5% | +159.4% |
| 10Y | +291.3% | +27.6% | +263.7% | +227.4% |
| All | +291.3% | +28.5% | +262.8% | +227.4% |
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 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