+18.8%
NVDL vs ILMN
+105.2%
-86.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.7% |
| 7D | -8.7% | -9.2% | +0.5% | -8.7% |
| 30D | -1.3% | +4.4% | -5.7% | -0.6% |
| 3M | +11.4% | +23.9% | -12.5% | +12.8% |
| 6M | +22.9% | +64.5% | -41.6% | +26.8% |
| YTD | +15.4% | +53.5% | -38.0% | +19.1% |
| 1Y | +18.8% | +110.8% | -92.0% | +19.6% |
| All | +18.8% | +105.2% | -86.5% | +19.6% |
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