+48.9%
NVTS vs ILMN
+118.2%
-69.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.8% |
| 7D | +3.9% | -2.9% | +6.8% | +5.7% |
| 30D | -4.3% | -23.8% | +19.5% | +9.4% |
| 3M | -34.5% | +7.5% | -41.9% | -37.6% |
| 6M | -57.7% | +42.8% | -100.5% | -65.8% |
| YTD | +25.4% | +57.8% | -32.5% | -6.7% |
| 1Y | +13.1% | +72.6% | -59.5% | -20.4% |
| 3Y | +48.9% | +129.3% | -80.4% | -13.0% |
| All | +48.9% | +118.2% | -69.3% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling