+1,402.7%
NI vs ILMN
+1,401.8%
+0.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | +2.0% | +1.2% | +0.8% | +1.9% |
| 30D | -3.5% | +9.2% | -12.7% | -4.3% |
| 3M | -9.1% | +29.8% | -39.0% | -11.1% |
| 6M | -11.8% | +69.2% | -81.0% | -15.7% |
| YTD | +1.1% | +66.4% | -65.3% | -3.4% |
| 1Y | +6.7% | +123.4% | -116.7% | -0.8% |
| 3Y | +71.1% | +33.2% | +37.9% | +63.5% |
| 5Y | +94.3% | -52.0% | +146.3% | +98.1% |
| 10Y | +135.8% | +33.6% | +102.2% | +117.7% |
| All | +1,402.7% | +1,401.8% | +0.9% | +943.0% |
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