+1,449.6%
NET vs ILMN
-24.7%
+1,474.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.1% |
| 7D | -7.0% | +1.2% | -8.2% | -7.6% |
| 30D | -4.8% | +9.2% | -14.0% | -9.8% |
| 3M | +3.8% | +29.8% | -26.0% | -11.0% |
| 6M | +50.0% | +69.2% | -19.2% | +10.1% |
| YTD | +41.5% | +66.4% | -24.9% | +3.1% |
| 1Y | +32.8% | +123.4% | -90.6% | -19.8% |
| 3Y | +335.9% | +33.2% | +302.7% | +229.4% |
| 5Y | +113.8% | -52.0% | +165.8% | +201.3% |
| All | +1,449.6% | -24.7% | +1,474.2% | +1,522.7% |
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