+15.8%
NXPI vs ILMN
+33.7%
-17.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | -1.4% | +9.2% | -10.6% | -4.2% |
| 3M | -29.1% | +29.8% | -58.9% | -34.7% |
| 6M | +6.2% | +69.2% | -63.0% | -10.6% |
| YTD | +5.9% | +66.4% | -60.5% | -11.1% |
| 1Y | +2.9% | +123.4% | -120.5% | -23.8% |
| All | +15.8% | +33.7% | -17.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling