R² is 0.53: a reasonably reliable fit; the betas and the split below are worth reading at face value.
Note: the net move here (+25.2pp) is small relative to the systematic and idiosyncratic swings underneath it; they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of NVDA's +25.2pp move over this window, -50.9pp (202% of the total magnitude) is idiosyncratic, not explained by riding market, sector, or rate moves. The rest (+76.1pp) came from systematic exposure: market +38.4pp, sector +36.9pp, rate +0.8pp.