+299.9%
NSC vs ILMN
+59.3%
+240.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -3.5% | -6.0% | +2.5% | -2.5% |
| 30D | +3.9% | -23.0% | +27.0% | +8.1% |
| 3M | -0.8% | +10.4% | -11.2% | -3.9% |
| 6M | +7.1% | +49.4% | -42.3% | -2.4% |
| YTD | +16.4% | +62.3% | -45.9% | +3.6% |
| 1Y | +16.9% | +73.7% | -56.8% | +2.6% |
| 3Y | +78.4% | +122.5% | -44.1% | +42.8% |
| 5Y | +33.1% | -43.2% | +76.3% | +37.0% |
| 10Y | +299.9% | +59.0% | +240.9% | +229.0% |
| All | +299.9% | +59.3% | +240.6% | +229.0% |
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