+132.0%
NOK vs ILMN
+114.4%
+17.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.2% |
| 7D | +7.3% | +1.9% | +5.4% | +7.2% |
| 30D | +13.8% | +12.3% | +1.5% | +13.7% |
| 3M | -27.0% | +33.5% | -60.6% | -26.6% |
| 6M | +37.6% | +69.4% | -31.8% | +39.3% |
| YTD | +64.6% | +60.9% | +3.7% | +66.8% |
| All | +132.0% | +114.4% | +17.6% | +143.0% |
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