+113.9%
NVTS vs ILMN
+113.9%
0.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | +9.7% | +1.9% | +7.8% | +9.2% |
| 30D | -13.6% | +12.3% | -25.9% | -15.0% |
| 3M | -51.0% | +33.5% | -84.5% | -53.2% |
| 6M | +46.3% | +69.4% | -23.0% | +34.6% |
| YTD | +68.1% | +60.9% | +7.1% | +54.8% |
| 1Y | +113.9% | +115.0% | -1.1% | +87.8% |
| All | +113.9% | +113.9% | 0.0% | +87.8% |
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