+37.0%
ILMN vs NVMI
+212.4%
-175.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.5% |
| 7D | +1.9% | +11.7% | -9.8% | -0.3% |
| 30D | +12.3% | -4.0% | +16.3% | +13.0% |
| 3M | +33.5% | -25.8% | +59.3% | +39.3% |
| 6M | +69.4% | -8.3% | +77.7% | +66.9% |
| YTD | +60.9% | +14.8% | +46.1% | +49.1% |
| 1Y | +115.0% | +37.9% | +77.1% | +90.5% |
| 3Y | +37.0% | +216.3% | -179.3% | -1.9% |
| All | +37.0% | +212.4% | -175.4% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling