+65.8%
NOC vs ILMN
-44.7%
+110.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +4.8% | -2.9% | +7.7% | +4.9% |
| 30D | +11.0% | -23.8% | +34.9% | +11.7% |
| 3M | -3.8% | +7.5% | -11.3% | -4.2% |
| 6M | +0.6% | +42.8% | -42.1% | -0.9% |
| YTD | -2.3% | +57.8% | -60.1% | -4.4% |
| 1Y | +0.3% | +72.6% | -72.4% | -2.2% |
| 3Y | +24.6% | +129.3% | -104.7% | +19.4% |
| All | +65.8% | -44.7% | +110.5% | +62.7% |
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