+1,381.0%
NET vs ILMN
-21.8%
+1,402.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | 0.0% |
| 7D | -16.4% | -21.6% | +5.2% | -5.7% |
| 30D | -25.8% | -22.9% | -3.0% | -15.9% |
| 3M | -11.5% | +11.6% | -23.1% | -18.6% |
| 6M | +18.9% | +62.5% | -43.6% | -12.0% |
| YTD | +35.2% | +72.7% | -37.5% | -5.1% |
| 1Y | +14.5% | +93.9% | -79.4% | -25.0% |
| 3Y | +313.8% | +99.2% | +214.6% | +133.9% |
| 5Y | +32.6% | -44.8% | +77.4% | +71.5% |
| All | +1,381.0% | -21.8% | +1,402.8% | +1,393.1% |
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