+183.7%
NOK vs ILMN
+37.1%
+146.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.5% | +6.5% |
| 7D | +7.3% | +1.9% | +5.4% | +7.0% |
| 30D | +13.8% | +12.3% | +1.5% | +12.3% |
| 3M | -27.0% | +33.5% | -60.6% | -29.2% |
| 6M | +37.6% | +69.4% | -31.8% | +30.2% |
| YTD | +64.6% | +60.9% | +3.7% | +56.2% |
| 1Y | +132.0% | +115.0% | +17.1% | +111.9% |
| 3Y | +183.7% | +37.0% | +146.6% | +166.9% |
| All | +183.7% | +37.1% | +146.6% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling