+36.2%
ILMN vs NVT
+184.0%
-147.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.2% |
| 7D | -3.9% | +7.0% | -10.9% | -5.7% |
| 30D | +6.9% | -2.3% | +9.2% | +7.3% |
| 3M | +28.1% | -3.1% | +31.2% | +27.3% |
| 6M | +65.0% | +47.0% | +17.9% | +42.5% |
| YTD | +56.3% | +56.2% | +0.1% | +31.4% |
| 1Y | +108.7% | +74.5% | +34.2% | +70.9% |
| All | +36.2% | +184.0% | -147.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling