+17.1%
NXPI vs ILMN
-51.8%
+69.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | -29.1% | +29.8% | -58.9% | -35.2% |
| 6M | +6.2% | +69.2% | -63.0% | -11.8% |
| YTD | +5.9% | +66.4% | -60.5% | -12.3% |
| 1Y | +2.9% | +123.4% | -120.5% | -24.5% |
| 3Y | +14.5% | +33.2% | -18.7% | -4.3% |
| All | +17.1% | -51.8% | +69.0% | +51.2% |
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 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