+48.4%
NU vs ILMN
-42.2%
+90.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.9% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | +10.8% | +12.3% | -1.5% | +5.9% |
| 3M | +32.2% | +33.5% | -1.4% | +17.9% |
| 6M | +5.1% | +69.4% | -64.2% | -14.8% |
| YTD | -8.4% | +60.9% | -69.3% | -25.2% |
| 1Y | +0.7% | +115.0% | -114.2% | -28.6% |
| 3Y | +125.1% | +37.0% | +88.1% | +86.2% |
| All | +48.4% | -42.2% | +90.7% | +104.3% |
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