+858.2%
NKE vs ILMN
+1,401.8%
-543.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -8.6% | +9.2% | -17.8% | -9.7% |
| 3M | -11.0% | +29.8% | -40.9% | -14.2% |
| 6M | -33.2% | +69.2% | -102.4% | -37.8% |
| YTD | -38.1% | +66.4% | -104.5% | -42.4% |
| 1Y | -47.4% | +123.4% | -170.8% | -53.1% |
| 3Y | -59.8% | +33.2% | -92.9% | -62.4% |
| 5Y | -74.2% | -52.0% | -22.3% | -73.3% |
| 10Y | -23.5% | +33.6% | -57.1% | -29.8% |
| All | +858.2% | +1,401.8% | -543.6% | +544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling