+93.9%
ILMN vs NVT
+3.0%
+90.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.7% | +7.8% | -1.5% |
| 7D | -21.6% | -19.5% | -2.1% | -16.8% |
| 30D | -22.9% | -32.4% | +9.5% | -16.1% |
| 3M | +11.6% | -30.3% | +41.9% | +20.3% |
| 6M | +62.5% | -30.4% | +93.0% | +72.7% |
| YTD | +72.7% | +11.3% | +61.4% | +61.0% |
| 1Y | +93.9% | +3.6% | +90.3% | +84.9% |
| All | +93.9% | +3.0% | +90.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling