+1,045.4%
ILMN vs NVMI
+2,455.2%
-1,409.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.3% |
| 7D | +1.2% | +6.6% | -5.4% | +0.3% |
| 30D | +9.2% | -7.5% | +16.7% | +10.3% |
| 3M | +29.8% | -28.5% | +58.3% | +35.0% |
| 6M | +69.2% | -15.7% | +84.9% | +70.8% |
| YTD | +66.4% | +13.3% | +53.1% | +60.3% |
| 1Y | +123.4% | +48.3% | +75.1% | +106.6% |
| 3Y | +33.2% | +191.2% | -158.1% | +9.1% |
| 5Y | -52.0% | +268.7% | -320.6% | -62.1% |
| 10Y | +33.6% | +3,034.8% | -3,001.2% | -19.0% |
| All | +1,045.4% | +2,455.2% | -1,409.8% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling