-26.4%
NOW vs ILMN
-46.1%
+19.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -1.1% |
| 7D | -3.0% | -9.7% | +6.7% | -0.2% |
| 30D | -26.0% | -20.4% | -5.6% | -21.8% |
| 3M | -13.1% | +10.0% | -23.1% | -17.3% |
| 6M | +14.5% | +49.5% | -35.0% | -1.6% |
| YTD | -33.4% | +62.5% | -95.9% | -44.5% |
| 1Y | -40.6% | +76.0% | -116.6% | -51.7% |
| 3Y | -16.3% | +94.2% | -110.5% | -39.3% |
| All | -26.4% | -46.1% | +19.8% | +1.8% |
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