+309.6%
NSC vs ILMN
+60.6%
+249.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.3% |
| 7D | -6.6% | -9.7% | +3.1% | -5.1% |
| 30D | +2.2% | -20.4% | +22.6% | +5.6% |
| 3M | -6.2% | +10.0% | -16.2% | -9.1% |
| 6M | +1.7% | +49.5% | -47.8% | -7.3% |
| YTD | +12.2% | +62.5% | -50.3% | -0.1% |
| 1Y | +15.4% | +76.0% | -60.6% | +1.0% |
| 3Y | +73.3% | +94.2% | -20.8% | +42.7% |
| 5Y | +24.7% | -46.3% | +71.0% | +30.1% |
| All | +309.6% | +60.6% | +249.0% | +243.8% |
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