+2,771.1%
NOW vs ILMN
+462.8%
+2,308.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | +20.5% | +9.2% | +11.3% | +16.4% |
| 3M | +18.3% | +29.8% | -11.5% | +6.7% |
| 6M | +24.1% | +69.2% | -45.1% | +1.5% |
| YTD | -7.8% | +66.4% | -74.2% | -24.6% |
| 1Y | -21.4% | +123.4% | -144.8% | -43.5% |
| 3Y | +19.5% | +33.2% | -13.6% | -1.8% |
| 5Y | +4.1% | -52.0% | +56.0% | +23.3% |
| 10Y | +826.4% | +33.6% | +792.8% | +601.4% |
| All | +2,771.1% | +462.8% | +2,308.3% | +1,558.8% |
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 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