-26.0%
NOW vs ILMN
-49.5%
+23.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -3.6% |
| 7D | -6.7% | -28.3% | +21.6% | +2.0% |
| 30D | -25.8% | -24.0% | -1.9% | -20.5% |
| 3M | -12.7% | +4.1% | -16.7% | -15.5% |
| 6M | +11.2% | +49.6% | -38.3% | -4.5% |
| YTD | -33.2% | +58.6% | -91.8% | -43.9% |
| 1Y | -41.8% | +69.9% | -111.7% | -52.2% |
| 3Y | -15.7% | +82.9% | -98.5% | -37.4% |
| 5Y | -26.0% | -47.6% | +21.6% | +3.8% |
| All | -26.0% | -49.5% | +23.4% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling