+920.0%
NEM vs ILMN
+1,366.8%
-446.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | +13.4% | -9.7% | +23.1% | +13.9% |
| 30D | +6.5% | -20.4% | +26.9% | +7.6% |
| 3M | +14.9% | +10.0% | +4.9% | +14.1% |
| 6M | +5.5% | +49.5% | -44.0% | +3.2% |
| YTD | +21.9% | +62.5% | -40.6% | +18.5% |
| 1Y | +47.9% | +76.0% | -28.1% | +43.3% |
| 3Y | +238.2% | +94.2% | +144.0% | +223.8% |
| 5Y | +146.2% | -46.3% | +192.5% | +145.8% |
| 10Y | +309.3% | +62.7% | +246.6% | +292.5% |
| All | +920.0% | +1,366.8% | -446.7% | +906.8% |
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