-20.1%
NVDL vs ILMN
+92.1%
-112.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -5.4% |
| 7D | -14.0% | -21.6% | +7.5% | -11.6% |
| 30D | -31.2% | -22.9% | -8.3% | -29.4% |
| 3M | -15.5% | +11.6% | -27.1% | -11.9% |
| 6M | -10.3% | +62.5% | -72.8% | -1.5% |
| YTD | -5.8% | +72.7% | -78.5% | +6.8% |
| 1Y | -20.1% | +93.9% | -113.9% | -3.2% |
| All | -20.1% | +92.1% | -112.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling