+30.3%
ILMN vs NVD
-99.1%
+129.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -5.4% | +10.8% | -16.2% | -4.8% |
| 30D | +7.0% | +0.8% | +6.3% | +7.3% |
| 3M | +24.2% | -20.8% | +45.0% | +23.3% |
| 6M | +69.9% | -41.2% | +111.1% | +66.5% |
| YTD | +57.4% | -44.2% | +101.6% | +54.1% |
| 1Y | +107.9% | -54.2% | +162.0% | +101.7% |
| 3Y | +37.1% | -99.1% | +136.3% | +5.4% |
| All | +30.3% | -99.1% | +129.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling