-61.7%
NOK vs ILMN
+1,419.4%
-1,481.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +6.2% |
| 7D | -1.4% | -2.6% | +1.1% | -0.9% |
| 30D | -21.0% | -20.6% | -0.4% | -17.7% |
| 3M | -12.6% | +17.5% | -30.1% | -15.5% |
| 6M | -36.2% | +55.6% | -91.8% | -41.4% |
| YTD | +26.4% | +68.3% | -41.9% | +13.8% |
| 1Y | +19.6% | +81.1% | -61.5% | +6.2% |
| 3Y | +152.6% | +112.2% | +40.4% | +110.1% |
| 5Y | +57.3% | -42.6% | +99.9% | +60.6% |
| 10Y | +123.8% | +70.5% | +53.3% | +85.0% |
| All | -61.7% | +1,419.4% | -1,481.1% | -84.4% |
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