+3.4%
NU vs ILMN
+127.6%
-124.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | +7.5% | +1.2% | +6.3% | +7.3% |
| 30D | +6.1% | +9.2% | -3.0% | +5.3% |
| 3M | +26.8% | +29.8% | -3.0% | +24.0% |
| 6M | +2.5% | +69.2% | -66.7% | -2.3% |
| YTD | -8.2% | +66.4% | -74.6% | -12.2% |
| 1Y | +3.4% | +123.4% | -120.0% | -2.1% |
| All | +3.4% | +127.6% | -124.3% | -2.1% |
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