+127.9%
NTAP vs ILMN
-44.7%
+172.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +7.2% | -2.9% | +10.1% | +7.9% |
| 30D | -18.4% | -23.8% | +5.5% | -13.4% |
| 3M | -11.3% | +7.5% | -18.8% | -13.0% |
| 6M | +53.8% | +42.8% | +11.0% | +42.1% |
| YTD | +72.0% | +57.8% | +14.1% | +54.5% |
| 1Y | +68.0% | +72.6% | -4.6% | +48.1% |
| 3Y | +149.5% | +129.3% | +20.1% | +98.0% |
| All | +127.9% | -44.7% | +172.6% | +131.9% |
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