+2.5%
NU vs ILMN
+66.7%
-64.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | +7.5% | +1.2% | +6.3% | +7.1% |
| 30D | +6.1% | +9.2% | -3.0% | +4.5% |
| 3M | +26.8% | +29.8% | -3.0% | +20.4% |
| 6M | +2.5% | +69.2% | -66.7% | -10.1% |
| All | +2.5% | +66.7% | -64.2% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling