+37.0%
ILMN vs NVD
-99.2%
+136.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.1% |
| 7D | +1.9% | -7.7% | +9.6% | +1.5% |
| 30D | +12.3% | -5.8% | +18.1% | +12.2% |
| 3M | +33.5% | -23.2% | +56.8% | +32.3% |
| 6M | +69.4% | -49.7% | +119.1% | +64.5% |
| YTD | +60.9% | -47.7% | +108.6% | +57.0% |
| 1Y | +115.0% | -61.3% | +176.3% | +106.3% |
| 3Y | +37.0% | -99.2% | +136.2% | +7.0% |
| All | +37.0% | -99.2% | +136.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling