+1,266.9%
NRG vs ILMN
+5,738.3%
-4,471.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | +10.0% | -2.9% | +12.8% | +10.6% |
| 30D | -3.2% | -23.8% | +20.6% | +1.1% |
| 3M | -18.5% | +7.5% | -26.0% | -20.2% |
| 6M | -25.3% | +42.8% | -68.1% | -30.6% |
| YTD | -38.1% | +57.8% | -96.0% | -43.9% |
| 1Y | -40.7% | +72.6% | -113.3% | -47.1% |
| 3Y | +121.8% | +129.3% | -7.6% | +82.1% |
| 5Y | +209.2% | -44.5% | +253.7% | +213.5% |
| 10Y | +981.4% | +54.5% | +926.8% | +798.5% |
| All | +1,266.9% | +5,738.3% | -4,471.4% | +712.8% |
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