+218.9%
NVO vs ILMN
+54.3%
+164.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.3% | -2.9% | +6.1% | +3.8% |
| 30D | +9.2% | -23.8% | +33.0% | +13.3% |
| 3M | -9.8% | +7.5% | -17.2% | -12.0% |
| 6M | -10.4% | +42.8% | -53.2% | -17.2% |
| YTD | -14.1% | +57.8% | -71.9% | -22.4% |
| 1Y | -11.1% | +72.6% | -83.7% | -20.9% |
| 3Y | -54.9% | +129.3% | -184.3% | -63.1% |
| 5Y | -17.4% | -44.5% | +27.1% | -15.6% |
| All | +218.9% | +54.3% | +164.6% | +188.9% |
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