+110.8%
ILMN vs NVDX
+13.6%
+97.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.8% |
| 7D | -9.2% | -8.6% | -0.6% | -9.2% |
| 30D | +4.4% | -1.4% | +5.8% | +4.5% |
| 3M | +23.9% | +10.6% | +13.2% | +24.4% |
| 6M | +64.5% | +20.2% | +44.4% | +65.3% |
| YTD | +53.5% | +11.8% | +41.7% | +56.1% |
| 1Y | +110.8% | +12.9% | +97.9% | +107.2% |
| All | +110.8% | +13.6% | +97.2% | +107.2% |
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