+1,046.6%
NRG vs ILMN
+25.5%
+1,021.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -0.2% | -9.2% | +9.0% | +1.8% |
| 30D | -6.8% | +4.4% | -11.2% | -7.7% |
| 3M | -7.1% | +23.9% | -31.0% | -11.5% |
| 6M | -27.6% | +64.5% | -92.1% | -35.1% |
| YTD | -29.2% | +53.5% | -82.7% | -36.0% |
| 1Y | -29.9% | +110.8% | -140.7% | -41.5% |
| 3Y | +198.7% | +30.7% | +168.0% | +165.7% |
| 5Y | +192.9% | -54.8% | +247.7% | +221.3% |
| All | +1,046.6% | +25.5% | +1,021.1% | +821.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling