-49.7%
NRG vs ILMN
+92.1%
-141.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.9% | -8.6% | -13.0% |
| 7D | -13.7% | -21.6% | +7.8% | -12.2% |
| 30D | -13.6% | -22.9% | +9.3% | -12.1% |
| 3M | -28.5% | +11.6% | -40.1% | -30.2% |
| 6M | -45.8% | +62.5% | -108.3% | -49.3% |
| YTD | -46.9% | +72.7% | -119.7% | -52.3% |
| 1Y | -49.7% | +93.9% | -143.6% | -57.1% |
| All | -49.7% | +92.1% | -141.9% | -57.1% |
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