-24.4%
NKE vs ILMN
+25.5%
-49.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.5% |
| 7D | -5.5% | -9.2% | +3.7% | -3.2% |
| 30D | -10.4% | +4.4% | -14.8% | -11.7% |
| 3M | -15.8% | +23.9% | -39.7% | -20.9% |
| 6M | -33.4% | +64.5% | -97.9% | -42.1% |
| YTD | -41.0% | +53.5% | -94.5% | -48.1% |
| 1Y | -49.1% | +110.8% | -159.8% | -59.5% |
| 3Y | -59.8% | +30.7% | -90.5% | -65.0% |
| 5Y | -75.5% | -54.8% | -20.6% | -72.9% |
| All | -24.4% | +25.5% | -49.9% | -32.9% |
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