+105.6%
NTAP vs ILMN
-46.1%
+151.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | -15.1% | -9.7% | -5.4% | -13.1% |
| 30D | -28.1% | -20.4% | -7.7% | -24.4% |
| 3M | -11.4% | +10.0% | -21.5% | -13.5% |
| 6M | +52.2% | +49.5% | +2.7% | +39.3% |
| YTD | +60.4% | +62.5% | -2.1% | +43.2% |
| 1Y | +51.0% | +76.0% | -25.0% | +32.5% |
| 3Y | +135.6% | +94.2% | +41.4% | +92.8% |
| All | +105.6% | -46.1% | +151.8% | +110.9% |
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