-10.8%
ILMN vs NVT
+488.5%
-499.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.9% | +8.0% | -10.8% | -5.5% |
| 30D | -23.8% | -24.8% | +1.0% | -16.1% |
| 3M | +7.5% | -32.4% | +39.9% | +21.5% |
| 6M | +42.8% | -33.5% | +76.2% | +60.1% |
| YTD | +57.8% | +13.2% | +44.6% | +44.6% |
| 1Y | +72.6% | +9.0% | +63.6% | +59.9% |
| 3Y | +129.3% | +129.4% | 0.0% | +54.8% |
| 5Y | -44.5% | +230.1% | -274.6% | -68.2% |
| All | -10.8% | +488.5% | -499.2% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling