-21.4%
NOW vs ILMN
+127.6%
-149.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | +20.5% | +9.2% | +11.3% | +18.3% |
| 3M | +18.3% | +29.8% | -11.5% | +11.8% |
| 6M | +24.1% | +69.2% | -45.1% | +10.7% |
| YTD | -7.8% | +66.4% | -74.2% | -17.5% |
| 1Y | -21.4% | +123.4% | -144.8% | -30.5% |
| All | -21.4% | +127.6% | -149.0% | -30.5% |
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