+24.4%
NSC vs ILMN
-46.1%
+70.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -3.2% |
| 7D | -6.6% | -9.7% | +3.1% | -5.4% |
| 30D | +2.2% | -20.4% | +22.6% | +4.7% |
| 3M | -6.2% | +10.0% | -16.2% | -8.5% |
| 6M | +1.7% | +49.5% | -47.8% | -5.3% |
| YTD | +12.2% | +62.5% | -50.3% | +2.6% |
| 1Y | +15.4% | +76.0% | -60.6% | +4.1% |
| 3Y | +73.3% | +94.2% | -20.8% | +48.5% |
| All | +24.4% | -46.1% | +70.5% | +19.6% |
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