R² is 0.54 — a reasonably reliable fit; the betas and the split below are worth reading at face value.
Note: the net move here (+24.1pp) 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 +24.1pp move over this window, -43.4pp (180% of the total magnitude) is idiosyncratic — not explained by riding market, sector, or rate moves. The rest (+67.5pp) came from systematic exposure: market +37.4pp, sector +29.3pp, rate +0.8pp.