+2,622.7%
NVDL vs ILMN
-2.8%
+2,625.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | -0.8% | -3.9% | +3.0% | 0.0% |
| 30D | +3.4% | +6.9% | -3.5% | +2.2% |
| 3M | +8.1% | +28.1% | -20.0% | +2.4% |
| 6M | +31.9% | +65.0% | -33.1% | +18.0% |
| YTD | +21.1% | +56.3% | -35.2% | +8.6% |
| 1Y | +34.0% | +108.7% | -74.7% | +9.4% |
| 3Y | +677.9% | +33.1% | +644.9% | +554.8% |
| All | +2,622.7% | -2.8% | +2,625.5% | +2,230.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling