+10,310.1%
NVDA vs ILMN
+61.7%
+10,248.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.6% | -7.9% | -5.6% |
| 7D | -11.6% | -2.6% | -9.0% | -10.7% |
| 30D | -22.1% | -20.6% | -1.4% | -15.6% |
| 3M | -20.1% | +17.5% | -37.6% | -26.5% |
| 6M | -16.8% | +55.6% | -72.4% | -32.2% |
| YTD | -4.0% | +68.3% | -72.3% | -25.9% |
| 1Y | -4.8% | +81.1% | -85.9% | -28.9% |
| 3Y | +281.7% | +112.2% | +169.5% | +134.8% |
| 5Y | +485.4% | -42.6% | +528.0% | +583.0% |
| 10Y | +10,310.1% | +70.5% | +10,239.6% | +8,654.1% |
| All | +10,310.1% | +61.7% | +10,248.4% | +8,654.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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