+145.1%
NI vs ILMN
+25.5%
+119.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.3% |
| 7D | +1.3% | -3.9% | +5.1% | +1.7% |
| 30D | -0.3% | +6.9% | -7.2% | -1.1% |
| 3M | -9.5% | +28.1% | -37.6% | -12.0% |
| 6M | -10.2% | +65.0% | -75.2% | -15.4% |
| YTD | +1.8% | +56.3% | -54.5% | -3.7% |
| 1Y | +5.7% | +108.7% | -103.0% | -3.9% |
| 3Y | +69.6% | +33.1% | +36.5% | +59.8% |
| 5Y | +95.8% | -54.1% | +149.9% | +106.9% |
| 10Y | +145.1% | +27.8% | +117.3% | +114.3% |
| All | +145.1% | +25.5% | +119.6% | +114.3% |
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