+919.8%
NVDA vs ILMN
-51.8%
+971.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +5.9% | +1.2% | +4.7% | +5.5% |
| 30D | +5.1% | +9.2% | -4.1% | +2.2% |
| 3M | +5.4% | +29.8% | -24.5% | -3.1% |
| 6M | +26.0% | +69.2% | -43.2% | +6.3% |
| YTD | +23.7% | +66.4% | -42.7% | +3.7% |
| 1Y | +34.4% | +123.4% | -89.0% | -0.4% |
| 3Y | +375.8% | +33.2% | +342.6% | +309.7% |
| All | +919.8% | -51.8% | +971.7% | +1,627.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling