-6.3%
NVTS vs ILMN
-48.0%
+41.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.5% |
| 7D | +9.7% | +1.9% | +7.8% | +8.3% |
| 30D | -13.6% | +12.3% | -25.9% | -19.6% |
| 3M | -51.0% | +33.5% | -84.5% | -59.6% |
| 6M | +46.3% | +69.4% | -23.0% | +4.3% |
| YTD | +68.1% | +60.9% | +7.1% | +20.4% |
| 1Y | +113.9% | +115.0% | -1.1% | +23.6% |
| 3Y | +45.3% | +37.0% | +8.3% | +6.6% |
| All | -6.3% | -48.0% | +41.8% | +9.1% |
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