+21.2%
ILMN vs NVMI
+3,108.0%
-3,086.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -9.2% | +3.8% | -13.0% | -10.3% |
| 30D | +4.4% | -7.6% | +11.9% | +6.6% |
| 3M | +23.9% | -28.0% | +51.9% | +33.7% |
| 6M | +64.5% | -15.3% | +79.8% | +66.0% |
| YTD | +53.5% | +11.5% | +42.0% | +39.9% |
| 1Y | +110.8% | +31.6% | +79.2% | +80.9% |
| 3Y | +30.7% | +207.0% | -176.3% | -23.7% |
| 5Y | -54.8% | +262.8% | -317.7% | -75.9% |
| All | +21.2% | +3,108.0% | -3,086.8% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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