-74.8%
NKE vs ILMN
-43.7%
-31.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -2.4% |
| 7D | +0.5% | -9.8% | +10.3% | +2.6% |
| 30D | +11.4% | -22.7% | +34.2% | +16.8% |
| 3M | -7.2% | +12.1% | -19.2% | -11.9% |
| 6M | -10.7% | +51.5% | -62.1% | -21.9% |
| YTD | -37.7% | +63.9% | -101.6% | -47.2% |
| 1Y | -34.3% | +76.6% | -110.9% | -45.6% |
| 3Y | -60.9% | +124.6% | -185.5% | -71.7% |
| 5Y | -74.8% | -42.7% | -32.1% | -74.2% |
| All | -74.8% | -43.7% | -31.1% | -74.2% |
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 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