+2,490.2%
NVDL vs ILMN
-2.1%
+2,492.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -10.3% | -5.4% | -4.9% | -9.3% |
| 30D | -7.1% | +7.0% | -14.1% | -8.3% |
| 3M | +6.6% | +24.2% | -17.6% | +1.6% |
| 6M | +21.1% | +69.9% | -48.9% | +7.6% |
| YTD | +15.2% | +57.4% | -42.2% | +3.2% |
| 1Y | +18.8% | +107.9% | -89.1% | -2.8% |
| 3Y | +649.9% | +37.1% | +612.8% | +528.1% |
| All | +2,490.2% | -2.1% | +2,492.3% | +2,113.4% |
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 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