+296.7%
NSC vs ILMN
+60.8%
+235.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -3.4% | -9.8% | +6.4% | -1.7% |
| 30D | +3.6% | -22.7% | +26.4% | +7.7% |
| 3M | -1.4% | +12.1% | -13.5% | -4.8% |
| 6M | +6.0% | +51.5% | -45.5% | -3.7% |
| YTD | +15.5% | +63.9% | -48.4% | +2.6% |
| 1Y | +16.2% | +76.6% | -60.3% | +1.7% |
| 3Y | +76.9% | +124.6% | -47.6% | +41.4% |
| 5Y | +29.3% | -42.7% | +72.0% | +32.9% |
| All | +296.7% | +60.8% | +235.9% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling