+194.1%
NRG vs ILMN
-54.6%
+248.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.1% |
| 7D | +3.9% | -3.9% | +7.7% | +4.4% |
| 30D | -3.0% | +6.9% | -9.9% | -4.1% |
| 3M | -10.9% | +28.1% | -39.0% | -14.6% |
| 6M | -25.3% | +65.0% | -90.2% | -31.3% |
| YTD | -26.8% | +56.3% | -83.1% | -32.5% |
| 1Y | -23.3% | +108.7% | -132.0% | -33.1% |
| 3Y | +208.6% | +33.1% | +175.5% | +177.0% |
| 5Y | +194.1% | -54.1% | +248.2% | +197.0% |
| All | +194.1% | -54.6% | +248.7% | +197.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling