+3,478.4%
NVO vs ILMN
+1,324.6%
+2,153.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +3.3% | -2.9% | +6.1% | +3.5% |
| 30D | +9.2% | -23.8% | +33.0% | +11.5% |
| 3M | -9.8% | +7.5% | -17.2% | -10.9% |
| 6M | -10.4% | +42.8% | -53.2% | -13.9% |
| YTD | -14.1% | +57.8% | -71.9% | -18.4% |
| 1Y | -11.1% | +72.6% | -83.7% | -16.2% |
| 3Y | -54.9% | +129.3% | -184.3% | -59.2% |
| 5Y | -17.4% | -44.5% | +27.1% | -17.1% |
| 10Y | +214.4% | +54.5% | +159.9% | +188.6% |
| All | +3,478.4% | +1,324.6% | +2,153.7% | +2,794.7% |
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 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