-42.5%
NOW vs ILMN
+74.7%
-117.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.5% |
| 7D | -8.7% | -9.8% | +1.0% | -6.7% |
| 30D | -29.3% | -22.7% | -6.5% | -25.7% |
| 3M | -21.8% | +12.1% | -33.9% | -26.6% |
| 6M | +9.2% | +51.5% | -42.2% | -9.5% |
| YTD | -35.0% | +63.9% | -98.8% | -48.2% |
| 1Y | -42.5% | +76.6% | -119.1% | -55.0% |
| All | -42.5% | +74.7% | -117.2% | -55.0% |
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