-25.2%
NVTS vs ILMN
-45.6%
+20.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.6% | +7.7% | +9.2% |
| 7D | +20.8% | -2.6% | +23.4% | +23.2% |
| 30D | -11.1% | -20.6% | +9.5% | +0.9% |
| 3M | -31.0% | +17.5% | -48.5% | -38.3% |
| 6M | -47.4% | +55.6% | -103.0% | -60.8% |
| YTD | +34.2% | +68.3% | -34.2% | -7.6% |
| 1Y | +22.2% | +81.1% | -58.9% | -19.7% |
| 3Y | +68.4% | +112.2% | -43.8% | -8.0% |
| 5Y | -39.0% | -42.6% | +3.6% | -31.7% |
| All | -25.2% | -45.6% | +20.5% | -16.2% |
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