+111,705.5%
NVDA vs ILMN
+1,401.8%
+110,303.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +5.9% | +1.2% | +4.7% | +5.5% |
| 30D | +5.1% | +9.2% | -4.1% | +2.5% |
| 3M | +5.4% | +29.8% | -24.5% | -2.2% |
| 6M | +26.0% | +69.2% | -43.2% | +8.6% |
| YTD | +23.7% | +66.4% | -42.7% | +6.1% |
| 1Y | +34.4% | +123.4% | -89.0% | +4.9% |
| 3Y | +375.8% | +33.2% | +342.6% | +308.7% |
| 5Y | +911.8% | -52.0% | +963.7% | +1,017.8% |
| 10Y | +14,899.8% | +33.6% | +14,866.2% | +12,637.3% |
| All | +111,705.5% | +1,401.8% | +110,303.7% | +41,826.3% |
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