+51.0%
NTAP vs ILMN
+74.0%
-23.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | -15.1% | -9.7% | -5.4% | -12.7% |
| 30D | -28.1% | -20.4% | -7.7% | -23.8% |
| 3M | -11.4% | +10.0% | -21.5% | -11.8% |
| 6M | +52.2% | +49.5% | +2.7% | +43.4% |
| YTD | +60.4% | +62.5% | -2.1% | +45.0% |
| 1Y | +51.0% | +76.0% | -25.0% | +30.5% |
| All | +51.0% | +74.0% | -23.0% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling