+22.4%
NXPI vs ILMN
+74.0%
-51.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | -4.4% | -9.7% | +5.3% | -3.7% |
| 30D | +5.6% | -20.4% | +26.0% | +7.1% |
| 3M | +7.6% | +10.0% | -2.4% | +8.0% |
| 6M | -17.6% | +49.5% | -67.0% | -16.7% |
| YTD | +15.9% | +62.5% | -46.6% | +17.3% |
| 1Y | +22.4% | +76.0% | -53.6% | +24.2% |
| All | +22.4% | +74.0% | -51.6% | +24.2% |
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