+1,323.1%
NVDL vs ILMN
-0.6%
+1,323.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.6% | -7.4% | -8.6% |
| 7D | -17.5% | +0.7% | -18.2% | -17.6% |
| 30D | -49.2% | -22.7% | -26.5% | -45.9% |
| 3M | -49.0% | +8.6% | -57.6% | -49.4% |
| 6M | -50.9% | +43.8% | -94.8% | -54.4% |
| YTD | -36.7% | +59.8% | -96.5% | -43.1% |
| 1Y | -43.0% | +71.8% | -114.8% | -49.8% |
| 3Y | +281.1% | +119.0% | +162.1% | +194.6% |
| All | +1,323.1% | -0.6% | +1,323.7% | +1,121.1% |
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