+13.4%
CVNA vs ILMN
-51.3%
+64.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.6% |
| 7D | +0.7% | +1.2% | -0.5% | -0.2% |
| 30D | +7.4% | +9.2% | -1.8% | +0.6% |
| 3M | +12.7% | +29.8% | -17.2% | -7.3% |
| 6M | +17.9% | +69.2% | -51.3% | -20.8% |
| YTD | -11.6% | +66.4% | -78.0% | -41.1% |
| 1Y | +0.8% | +123.4% | -122.7% | -49.7% |
| 3Y | +633.4% | +33.2% | +600.3% | +417.4% |
| All | +13.4% | -51.3% | +64.7% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling