+47.4%
NSC vs ILMN
-51.8%
+99.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -5.5% | +1.2% | -6.7% | -5.7% |
| 30D | -3.2% | +9.2% | -12.4% | -4.5% |
| 3M | +7.7% | +29.8% | -22.2% | +3.5% |
| 6M | +4.5% | +69.2% | -64.7% | -3.7% |
| YTD | +15.6% | +66.4% | -50.8% | +6.3% |
| 1Y | +19.8% | +123.4% | -103.6% | +4.3% |
| 3Y | +70.1% | +33.2% | +36.9% | +55.7% |
| All | +47.4% | -51.8% | +99.3% | +49.9% |
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