+225.5%
NRG vs ILMN
+36.2%
+189.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +9.3% | +1.9% | +7.4% | +8.9% |
| 30D | +1.3% | +12.3% | -11.0% | -0.6% |
| 3M | -6.0% | +33.5% | -39.5% | -10.3% |
| 6M | -22.0% | +69.4% | -91.3% | -28.4% |
| YTD | -24.1% | +60.9% | -85.1% | -30.2% |
| 1Y | -18.0% | +115.0% | -133.0% | -28.8% |
| All | +225.5% | +36.2% | +189.2% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling