+123.4%
ILMN vs NVDX
+34.6%
+88.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | +1.2% | +11.6% | -10.4% | +1.3% |
| 30D | +9.2% | +7.5% | +1.6% | +9.3% |
| 3M | +29.8% | +2.1% | +27.7% | +30.0% |
| 6M | +69.2% | +35.5% | +33.7% | +70.8% |
| YTD | +66.4% | +24.1% | +42.3% | +69.6% |
| 1Y | +123.4% | +33.0% | +90.4% | +123.7% |
| All | +123.4% | +34.6% | +88.8% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 1y: compounded portfolio wealth divided by compounded NVDX 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…
1y analysis · Full analysis span regression · 6 months rolling