+69.2%
ILMN vs NVD
-50.2%
+119.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | +1.2% | -11.1% | +12.3% | +0.8% |
| 30D | +9.2% | -13.3% | +22.4% | +8.8% |
| 3M | +29.8% | -19.8% | +49.7% | +30.0% |
| 6M | +69.2% | -48.8% | +118.0% | +60.1% |
| All | +69.2% | -50.2% | +119.4% | +60.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling