-53.0%
NOK vs ILMN
+1,401.8%
-1,454.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +2.9% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | +4.7% | +9.2% | -4.5% | +2.9% |
| 3M | -39.7% | +29.8% | -69.5% | -42.5% |
| 6M | +23.1% | +69.2% | -46.1% | +11.5% |
| YTD | +55.0% | +66.4% | -11.4% | +40.2% |
| 1Y | +118.0% | +123.4% | -5.4% | +85.2% |
| 3Y | +170.5% | +33.2% | +137.3% | +145.0% |
| 5Y | +84.9% | -52.0% | +136.8% | +95.3% |
| 10Y | +112.0% | +33.6% | +78.4% | +81.8% |
| All | -53.0% | +1,401.8% | -1,454.8% | -80.7% |
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 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