-74.0%
NKE vs ILMN
-52.9%
-21.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | 0.0% |
| 7D | -0.1% | +1.9% | -1.9% | -0.5% |
| 30D | -7.7% | +12.3% | -20.0% | -10.6% |
| 3M | -10.9% | +33.5% | -44.5% | -17.8% |
| 6M | -31.9% | +69.4% | -101.2% | -41.2% |
| YTD | -38.6% | +60.9% | -99.5% | -46.7% |
| 1Y | -46.9% | +115.0% | -161.9% | -58.1% |
| 3Y | -58.2% | +37.0% | -95.2% | -64.1% |
| 5Y | -74.0% | -53.1% | -20.9% | -71.3% |
| All | -74.0% | -52.9% | -21.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling