-49.1%
NKE vs ILMN
+105.2%
-154.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.8% |
| 7D | -5.5% | -9.2% | +3.7% | -4.8% |
| 30D | -10.4% | +4.4% | -14.8% | -10.9% |
| 3M | -15.8% | +23.9% | -39.7% | -17.8% |
| 6M | -33.4% | +64.5% | -97.9% | -36.4% |
| YTD | -41.0% | +53.5% | -94.5% | -43.6% |
| 1Y | -49.1% | +110.8% | -159.8% | -53.5% |
| All | -49.1% | +105.2% | -154.3% | -53.5% |
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