+1,980.5%
NOW vs ILMN
+436.4%
+1,544.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -3.1% |
| 7D | -6.7% | -28.3% | +21.6% | +4.0% |
| 30D | -25.8% | -24.0% | -1.9% | -19.3% |
| 3M | -12.7% | +4.1% | -16.7% | -16.0% |
| 6M | +11.2% | +49.6% | -38.3% | -7.0% |
| YTD | -33.2% | +58.6% | -91.8% | -45.6% |
| 1Y | -41.8% | +69.9% | -111.7% | -53.8% |
| 3Y | -15.7% | +82.9% | -98.5% | -40.1% |
| 5Y | -26.0% | -47.6% | +21.6% | -17.2% |
| 10Y | +515.1% | +58.8% | +456.2% | +337.1% |
| All | +1,980.5% | +436.4% | +1,544.1% | +1,097.3% |
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