+323.6%
NSC vs ILMN
+33.5%
+290.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.8% |
| 7D | -5.5% | +1.2% | -6.7% | -5.7% |
| 30D | -3.2% | +9.2% | -12.4% | -4.9% |
| 3M | +7.7% | +29.8% | -22.2% | +2.3% |
| 6M | +4.5% | +69.2% | -64.7% | -5.9% |
| YTD | +15.6% | +66.4% | -50.8% | +3.9% |
| 1Y | +19.8% | +123.4% | -103.6% | +0.6% |
| 3Y | +70.1% | +33.2% | +36.9% | +53.5% |
| 5Y | +46.1% | -52.0% | +98.1% | +57.7% |
| All | +323.6% | +33.5% | +290.1% | +243.9% |
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