+14,981.8%
NVDA vs ILMN
+32.2%
+14,949.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | +5.9% | +1.2% | +4.7% | +5.4% |
| 30D | +5.1% | +9.2% | -4.1% | +1.3% |
| 3M | +5.4% | +29.8% | -24.5% | -5.6% |
| 6M | +26.0% | +69.2% | -43.2% | +1.0% |
| YTD | +23.7% | +66.4% | -42.7% | -1.7% |
| 1Y | +34.4% | +123.4% | -89.0% | -8.1% |
| 3Y | +375.8% | +33.2% | +342.6% | +279.7% |
| 5Y | +911.8% | -52.0% | +963.7% | +1,190.2% |
| All | +14,981.8% | +32.2% | +14,949.6% | +12,429.2% |
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