-29.9%
NRG vs ILMN
+105.2%
-135.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -0.2% | -9.2% | +9.0% | +0.4% |
| 30D | -6.8% | +4.4% | -11.2% | -7.1% |
| 3M | -7.1% | +23.9% | -31.0% | -8.2% |
| 6M | -27.6% | +64.5% | -92.1% | -29.1% |
| YTD | -29.2% | +53.5% | -82.7% | -30.7% |
| 1Y | -29.9% | +110.8% | -140.7% | -30.7% |
| All | -29.9% | +105.2% | -135.1% | -30.7% |
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