+2,788.3%
NVDL vs ILMN
+3.5%
+2,784.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +11.7% | +1.2% | +10.5% | +11.4% |
| 30D | +7.8% | +9.2% | -1.3% | +6.0% |
| 3M | +3.3% | +29.8% | -26.5% | -2.3% |
| 6M | +38.9% | +69.2% | -30.3% | +23.6% |
| YTD | +28.5% | +66.4% | -37.9% | +13.7% |
| 1Y | +40.6% | +123.4% | -82.8% | +13.0% |
| 3Y | +648.7% | +33.2% | +615.5% | +527.7% |
| All | +2,788.3% | +3.5% | +2,784.8% | +2,339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling