-9.4%
NOC vs ILMN
+113.9%
-123.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.6% |
| 7D | -2.7% | +1.9% | -4.6% | -2.6% |
| 30D | -8.9% | +12.3% | -21.1% | -8.7% |
| 3M | -3.7% | +33.5% | -37.2% | -3.9% |
| 6M | -30.8% | +69.4% | -100.2% | -31.4% |
| YTD | -7.9% | +60.9% | -68.9% | -9.5% |
| 1Y | -9.4% | +115.0% | -124.4% | -11.1% |
| All | -9.4% | +113.9% | -123.3% | -11.1% |
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