-24.1%
NU vs ILMN
+92.1%
-116.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +4.0% |
| 7D | +0.2% | -21.6% | +21.7% | +3.7% |
| 30D | -21.0% | -22.9% | +1.8% | -18.2% |
| 3M | -16.3% | +11.6% | -27.9% | -17.7% |
| 6M | -15.3% | +62.5% | -77.9% | -20.9% |
| YTD | -28.4% | +72.7% | -101.1% | -35.1% |
| 1Y | -24.1% | +93.9% | -118.0% | -36.1% |
| All | -24.1% | +92.1% | -116.3% | -36.1% |
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