+2,030.0%
NXPI vs ILMN
+376.1%
+1,653.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.9% |
| 7D | -0.5% | -9.8% | +9.3% | +2.9% |
| 30D | +15.0% | -22.7% | +37.7% | +23.8% |
| 3M | +12.6% | +12.1% | +0.5% | +6.2% |
| 6M | -10.6% | +51.5% | -62.0% | -24.2% |
| YTD | +22.1% | +63.9% | -41.8% | -0.7% |
| 1Y | +29.8% | +76.6% | -46.8% | +2.7% |
| 3Y | +47.8% | +124.6% | -76.8% | +3.0% |
| 5Y | +33.9% | -42.7% | +76.6% | +40.2% |
| 10Y | +208.7% | +59.7% | +149.1% | +127.7% |
| All | +2,030.0% | +376.1% | +1,653.9% | +930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling