-53.1%
ILMN vs NVT
+425.5%
-478.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -4.7% |
| 7D | +1.9% | +10.4% | -8.5% | -1.5% |
| 30D | +12.3% | -1.3% | +13.6% | +12.3% |
| 3M | +33.5% | -0.6% | +34.2% | +31.5% |
| 6M | +69.4% | +53.8% | +15.6% | +41.0% |
| YTD | +60.9% | +60.2% | +0.7% | +30.9% |
| 1Y | +115.0% | +76.8% | +38.2% | +69.5% |
| 3Y | +37.0% | +191.2% | -154.2% | -17.8% |
| 5Y | -53.1% | +430.9% | -484.1% | -80.3% |
| All | -53.1% | +425.5% | -478.6% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling