+90,587.3%
NVDA vs ILMN
+1,366.8%
+89,220.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.1% |
| 7D | -8.8% | -9.7% | +0.9% | -6.3% |
| 30D | -21.4% | -20.4% | -1.0% | -17.0% |
| 3M | -14.7% | +10.0% | -24.7% | -17.7% |
| 6M | -10.0% | +49.5% | -59.5% | -20.3% |
| YTD | +0.3% | +62.5% | -62.2% | -14.2% |
| 1Y | -0.5% | +76.0% | -76.5% | -16.8% |
| 3Y | +309.2% | +94.2% | +215.0% | +215.5% |
| 5Y | +530.1% | -46.3% | +576.4% | +570.7% |
| 10Y | +11,159.1% | +62.7% | +11,096.3% | +9,066.1% |
| All | +90,587.3% | +1,366.8% | +89,220.5% | +33,819.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling