+1,266.3%
NVDL vs ILMN
-1.9%
+1,268.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.7% |
| 7D | -24.8% | -2.9% | -21.9% | -24.3% |
| 30D | -48.0% | -23.8% | -24.2% | -44.5% |
| 3M | -51.5% | +7.5% | -59.0% | -51.8% |
| 6M | -54.9% | +42.8% | -97.7% | -58.0% |
| YTD | -39.2% | +57.8% | -97.1% | -45.2% |
| 1Y | -41.1% | +72.6% | -113.7% | -48.2% |
| 3Y | +262.9% | +129.3% | +133.6% | +178.5% |
| All | +1,266.3% | -1.9% | +1,268.2% | +1,076.0% |
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