+96.4%
NI vs ILMN
-52.9%
+149.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.5% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | -1.7% | +12.3% | -14.0% | -2.6% |
| 3M | -8.0% | +33.5% | -41.6% | -10.2% |
| 6M | -8.6% | +69.4% | -78.0% | -12.6% |
| YTD | +2.3% | +60.9% | -58.6% | -1.9% |
| 1Y | +6.9% | +115.0% | -108.0% | -0.5% |
| 3Y | +70.6% | +37.0% | +33.5% | +63.3% |
| 5Y | +96.4% | -53.1% | +149.5% | +89.8% |
| All | +96.4% | -52.9% | +149.3% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling