-14.0%
NVO vs ILMN
+109.0%
-123.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -1.0% |
| 7D | -4.7% | -3.9% | -0.9% | -4.2% |
| 30D | -5.4% | +6.9% | -12.3% | -6.2% |
| 3M | +7.0% | +28.1% | -21.1% | +3.3% |
| 6M | +17.6% | +65.0% | -47.3% | +9.9% |
| YTD | -8.0% | +56.3% | -64.3% | -13.7% |
| All | -14.0% | +109.0% | -123.0% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling