-39.2%
NKE vs ILMN
+70.7%
-109.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -4.6% | +0.7% | -5.3% | -4.5% |
| 30D | +6.9% | -22.7% | +29.6% | +7.0% |
| 3M | -5.8% | +8.6% | -14.4% | -7.9% |
| 6M | -9.1% | +43.8% | -52.9% | -13.0% |
| YTD | -39.2% | +59.8% | -98.9% | -41.7% |
| 1Y | -39.2% | +71.8% | -111.0% | -43.2% |
| All | -39.2% | +70.7% | -109.9% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling