+1,567.2%
NRG vs ILMN
+6,054.5%
-4,487.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.7% |
| 7D | +7.1% | +1.2% | +5.9% | +6.8% |
| 30D | -1.4% | +9.2% | -10.6% | -3.0% |
| 3M | -10.5% | +29.8% | -40.3% | -14.7% |
| 6M | -26.7% | +69.2% | -95.9% | -33.6% |
| YTD | -24.5% | +66.4% | -90.9% | -31.7% |
| 1Y | -18.6% | +123.4% | -142.0% | -30.7% |
| 3Y | +227.1% | +33.2% | +194.0% | +196.7% |
| 5Y | +198.8% | -52.0% | +250.7% | +213.1% |
| 10Y | +1,122.3% | +33.6% | +1,088.6% | +939.8% |
| All | +1,567.2% | +6,054.5% | -4,487.2% | +890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling