+1,007.0%
CVNA vs ILMN
+88.1%
+918.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.3% |
| 7D | +7.7% | -9.7% | +17.4% | +10.9% |
| 30D | +17.2% | -20.4% | +37.6% | +24.4% |
| 3M | +7.7% | +10.0% | -2.4% | +0.1% |
| 6M | -5.5% | +49.5% | -55.0% | -22.7% |
| YTD | -12.8% | +62.5% | -75.3% | -31.8% |
| 1Y | +26.8% | +76.0% | -49.2% | -4.2% |
| 3Y | +1,007.0% | +94.2% | +912.8% | +553.0% |
| All | +1,007.0% | +88.1% | +918.9% | +553.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling