+161.3%
NOC vs ILMN
+61.7%
+99.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.4% |
| 7D | -2.9% | -2.6% | -0.4% | -2.8% |
| 30D | +12.1% | -20.6% | +32.8% | +14.0% |
| 3M | -5.3% | +17.5% | -22.7% | -7.2% |
| 6M | -1.0% | +55.6% | -56.6% | -5.9% |
| YTD | -4.3% | +68.3% | -72.6% | -10.1% |
| 1Y | -3.6% | +81.1% | -84.8% | -10.2% |
| 3Y | +22.9% | +112.2% | -89.2% | +10.1% |
| 5Y | +60.4% | -42.6% | +103.0% | +66.5% |
| 10Y | +161.3% | +70.5% | +90.8% | +130.4% |
| All | +161.3% | +61.7% | +99.6% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling