-54.1%
ILMN vs NVMI
+274.3%
-328.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -3.9% | +6.9% | -10.8% | -5.7% |
| 30D | +6.9% | -2.8% | +9.7% | +7.5% |
| 3M | +28.1% | -27.3% | +55.4% | +37.0% |
| 6M | +65.0% | -13.7% | +78.6% | +65.0% |
| YTD | +56.3% | +13.8% | +42.5% | +41.4% |
| 1Y | +108.7% | +34.9% | +73.9% | +77.8% |
| 3Y | +33.1% | +213.5% | -180.5% | -26.0% |
| 5Y | -54.1% | +272.5% | -326.6% | -76.4% |
| All | -54.1% | +274.3% | -328.4% | -76.4% |
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