+1,045.4%
ILMN vs NVS
+959.9%
+85.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.4% |
| 7D | +1.2% | +4.0% | -2.8% | -1.5% |
| 30D | +9.2% | +3.6% | +5.6% | +6.4% |
| 3M | +29.8% | +7.8% | +22.0% | +23.0% |
| 6M | +69.2% | -0.2% | +69.4% | +67.8% |
| YTD | +66.4% | +19.6% | +46.8% | +46.3% |
| 1Y | +123.4% | +28.4% | +95.0% | +87.9% |
| 3Y | +33.2% | +76.2% | -43.0% | -10.5% |
| 5Y | -52.0% | +111.1% | -163.0% | -71.7% |
| 10Y | +33.6% | +224.3% | -190.6% | -40.8% |
| All | +1,045.4% | +959.9% | +85.5% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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