+55.6%
NOC vs ILMN
-51.8%
+107.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.5% |
| 7D | -5.2% | +1.2% | -6.4% | -5.2% |
| 30D | -7.2% | +9.2% | -16.4% | -7.5% |
| 3M | -5.1% | +29.8% | -35.0% | -6.0% |
| 6M | -31.1% | +69.2% | -100.3% | -32.4% |
| YTD | -8.6% | +66.4% | -75.0% | -10.5% |
| 1Y | -9.7% | +123.4% | -133.1% | -12.8% |
| 3Y | +24.3% | +33.2% | -8.9% | +21.7% |
| All | +55.6% | -51.8% | +107.5% | +53.8% |
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 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