+28.3%
NSC vs ILMN
-49.5%
+77.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -3.2% |
| 7D | -3.8% | -28.3% | +24.5% | +0.2% |
| 30D | +4.1% | -24.0% | +28.1% | +7.4% |
| 3M | -3.3% | +4.1% | -7.3% | -4.9% |
| 6M | +5.9% | +49.6% | -43.7% | -1.4% |
| YTD | +15.5% | +58.6% | -43.1% | +5.9% |
| 1Y | +19.3% | +69.9% | -50.5% | +8.2% |
| 3Y | +79.0% | +82.9% | -3.8% | +54.7% |
| 5Y | +28.3% | -47.6% | +75.9% | +21.9% |
| All | +28.3% | -49.5% | +77.8% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling