+141.2%
NVO vs ILMN
+25.5%
+115.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | -7.4% | -9.2% | +1.8% | -5.8% |
| 30D | -5.5% | +4.4% | -9.9% | -6.3% |
| 3M | +4.1% | +23.9% | -19.8% | 0.0% |
| 6M | +19.3% | +64.5% | -45.2% | +9.1% |
| YTD | -9.2% | +53.5% | -62.6% | -16.4% |
| 1Y | -15.0% | +110.8% | -125.8% | -26.4% |
| 3Y | -50.9% | +30.7% | -81.5% | -55.1% |
| 5Y | -0.9% | -54.8% | +54.0% | +6.3% |
| All | +141.2% | +25.5% | +115.7% | +107.9% |
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