+1,513.8%
NI vs ILMN
+1,366.8%
+147.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.8% |
| 7D | -0.9% | -9.7% | +8.7% | -0.2% |
| 30D | +9.6% | -20.4% | +30.0% | +11.3% |
| 3M | +2.5% | +10.0% | -7.6% | +1.1% |
| 6M | -5.8% | +49.5% | -55.3% | -9.4% |
| YTD | +8.6% | +62.5% | -53.9% | +3.4% |
| 1Y | +6.0% | +76.0% | -70.0% | +0.3% |
| 3Y | +91.0% | +94.2% | -3.1% | +76.4% |
| 5Y | +104.8% | -46.3% | +151.1% | +106.0% |
| 10Y | +176.7% | +62.7% | +114.0% | +151.4% |
| All | +1,513.8% | +1,366.8% | +147.0% | +1,016.8% |
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 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