-5.9%
ILMN vs NVT
+699.2%
-705.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -2.4% |
| 7D | +1.2% | +5.1% | -3.9% | -0.5% |
| 30D | +9.2% | -3.7% | +12.9% | +10.2% |
| 3M | +29.8% | -10.1% | +40.0% | +32.6% |
| 6M | +69.2% | +37.5% | +31.7% | +47.4% |
| YTD | +66.4% | +53.7% | +12.6% | +38.4% |
| 1Y | +123.4% | +70.9% | +52.5% | +79.5% |
| 3Y | +33.2% | +180.4% | -147.2% | -15.3% |
| 5Y | -52.0% | +393.5% | -445.4% | -75.9% |
| All | -5.9% | +699.2% | -705.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling