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NVDA and MSFT drive 91.2% of risk at 40.6% of portfolio weight.
120 daily returns · adjusted closes · through Sep 25, 2026
| Holding | Weight | Vol. contrib. | Risk share |
|---|---|---|---|
| NVDA | 18.2% | 8.98 pp | 47.6% |
| MSFT | 22.4% | 8.21 pp | 43.6% |
| Other | 59.4% | 1.66 pp | 8.8% |
Portfolio weights are aligned to 120 adjusted daily closes. A covariance estimate attributes annualized volatility to holdings; risk share is each holding’s contribution divided by total estimated volatility. Illustrative values.
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