+129.8%
NOK vs ILMN
+25.5%
+104.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.7% |
| 7D | +9.3% | -3.9% | +13.2% | +10.2% |
| 30D | +17.9% | +6.9% | +11.0% | +15.8% |
| 3M | -22.3% | +28.1% | -50.4% | -26.8% |
| 6M | +36.4% | +65.0% | -28.6% | +20.9% |
| YTD | +66.3% | +56.3% | +10.0% | +48.3% |
| 1Y | +134.4% | +108.7% | +25.7% | +92.5% |
| 3Y | +186.6% | +33.1% | +153.5% | +153.7% |
| 5Y | +102.7% | -54.1% | +156.8% | +131.5% |
| 10Y | +129.8% | +27.8% | +102.0% | +100.2% |
| All | +129.8% | +25.5% | +104.3% | +100.2% |
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