+28.0%
NVTS vs ILMN
+66.7%
-38.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -4.5% | +9.2% | -13.6% | -5.7% |
| 3M | -61.5% | +29.8% | -91.4% | -63.2% |
| 6M | +28.0% | +69.2% | -41.2% | +10.6% |
| All | +28.0% | +66.7% | -38.7% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling