+3,206.8%
CVNA vs ILMN
+14.1%
+3,192.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | +0.1% |
| 7D | -1.0% | -3.9% | +2.9% | +1.3% |
| 30D | -1.0% | +6.9% | -7.9% | -5.6% |
| 3M | +5.5% | +28.1% | -22.6% | -11.5% |
| 6M | +11.8% | +65.0% | -53.1% | -22.0% |
| YTD | -13.0% | +56.3% | -69.3% | -38.1% |
| 1Y | -2.1% | +108.7% | -110.8% | -46.2% |
| 3Y | +681.6% | +33.1% | +648.5% | +451.8% |
| 5Y | +11.6% | -54.1% | +65.7% | +67.0% |
| All | +3,206.8% | +14.1% | +3,192.6% | +3,188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling