-12.5%
NKE vs ILMN
+54.3%
-66.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | +7.6% | -23.8% | +31.4% | +13.8% |
| 3M | -6.9% | +7.5% | -14.3% | -10.8% |
| 6M | -8.5% | +42.8% | -51.3% | -19.2% |
| YTD | -38.8% | +57.8% | -96.6% | -48.0% |
| 1Y | -40.6% | +72.6% | -113.2% | -50.8% |
| 3Y | -60.9% | +129.3% | -190.3% | -71.8% |
| 5Y | -75.4% | -44.5% | -30.9% | -74.5% |
| All | -12.5% | +54.3% | -66.8% | -22.1% |
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