-7.4%
ILMN vs NVT
+477.1%
-484.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.1% |
| 7D | -9.8% | -13.0% | +3.2% | -5.6% |
| 30D | -22.7% | -32.7% | +10.0% | -11.7% |
| 3M | +12.1% | -30.6% | +42.6% | +25.6% |
| 6M | +51.5% | -33.6% | +85.1% | +69.9% |
| YTD | +63.9% | +11.0% | +52.8% | +51.2% |
| 1Y | +76.6% | +0.8% | +75.8% | +68.2% |
| 3Y | +124.6% | +125.7% | -1.1% | +52.5% |
| 5Y | -42.7% | +231.1% | -273.8% | -67.2% |
| All | -7.4% | +477.1% | -484.5% | -59.3% |
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 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