-43.8%
ILMN vs NVMI
+140.3%
-184.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -23.8% | -4.1% | -19.7% | -22.7% |
| 3M | +7.5% | -22.8% | +30.2% | +15.0% |
| 6M | +42.8% | -36.9% | +79.7% | +57.2% |
| YTD | +57.8% | -3.2% | +61.0% | +48.8% |
| 1Y | +72.6% | +7.1% | +65.5% | +57.0% |
| 3Y | +129.3% | +181.5% | -52.1% | +27.3% |
| All | -43.8% | +140.3% | -184.2% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling