+980.6%
NEM vs ILMN
+1,401.8%
-421.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | +23.1% | +9.2% | +13.9% | +22.5% |
| 3M | +18.5% | +29.8% | -11.4% | +16.9% |
| 6M | +7.8% | +69.2% | -61.4% | +4.9% |
| YTD | +29.1% | +66.4% | -37.3% | +25.7% |
| 1Y | +72.7% | +123.4% | -50.7% | +65.4% |
| 3Y | +248.7% | +33.2% | +215.6% | +239.7% |
| 5Y | +148.7% | -52.0% | +200.6% | +149.7% |
| 10Y | +304.8% | +33.6% | +271.2% | +290.5% |
| All | +980.6% | +1,401.8% | -421.2% | +967.6% |
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