+3,905.6%
NVO vs ILMN
+1,401.8%
+2,503.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.8% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +6.0% | +9.2% | -3.2% | +5.1% |
| 3M | +7.9% | +29.8% | -22.0% | +5.2% |
| 6M | +27.1% | +69.2% | -42.1% | +20.9% |
| YTD | -3.8% | +66.4% | -70.2% | -8.6% |
| 1Y | -12.8% | +123.4% | -136.3% | -19.6% |
| 3Y | -46.3% | +33.2% | -79.5% | -48.8% |
| 5Y | +3.6% | -52.0% | +55.6% | +5.8% |
| 10Y | +157.0% | +33.6% | +123.4% | +138.7% |
| All | +3,905.6% | +1,401.8% | +2,503.8% | +3,142.3% |
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