+2,667.9%
NOC vs ILMN
+1,401.8%
+1,266.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.4% |
| 7D | -5.2% | +1.2% | -6.4% | -5.3% |
| 30D | -7.2% | +9.2% | -16.4% | -7.9% |
| 3M | -5.1% | +29.8% | -35.0% | -7.1% |
| 6M | -31.1% | +69.2% | -100.3% | -33.9% |
| YTD | -8.6% | +66.4% | -75.0% | -12.4% |
| 1Y | -9.7% | +123.4% | -133.1% | -15.6% |
| 3Y | +24.3% | +33.2% | -8.9% | +19.2% |
| 5Y | +52.6% | -52.0% | +104.6% | +55.4% |
| 10Y | +183.6% | +33.6% | +150.0% | +162.8% |
| All | +2,667.9% | +1,401.8% | +1,266.1% | +1,997.8% |
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