+137.9%
NOK vs ILMN
+88.1%
+49.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | -10.5% | -9.7% | -0.8% | -9.3% |
| 30D | -27.9% | -20.4% | -7.5% | -25.7% |
| 3M | -18.8% | +10.0% | -28.8% | -19.0% |
| 6M | -41.9% | +49.5% | -91.4% | -43.6% |
| YTD | +18.4% | +62.5% | -44.1% | +13.8% |
| 1Y | +10.9% | +76.0% | -65.1% | +5.7% |
| 3Y | +137.9% | +94.2% | +43.7% | +122.7% |
| All | +137.9% | +88.1% | +49.8% | +122.7% |
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