+193.4%
NI vs ILMN
+54.3%
+139.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +4.3% | -2.9% | +7.2% | +4.6% |
| 30D | +12.4% | -23.8% | +36.2% | +15.0% |
| 3M | +10.2% | +7.5% | +2.7% | +8.3% |
| 6M | -0.8% | +42.8% | -43.6% | -5.6% |
| YTD | +13.2% | +57.8% | -44.6% | +6.1% |
| 1Y | +10.1% | +72.6% | -62.5% | +2.0% |
| 3Y | +103.1% | +129.3% | -26.2% | +76.5% |
| 5Y | +115.5% | -44.5% | +160.0% | +120.7% |
| All | +193.4% | +54.3% | +139.1% | +158.3% |
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