+25.7%
CVNA vs ILMN
-46.1%
+71.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.5% |
| 7D | +7.7% | -9.7% | +17.4% | +13.9% |
| 30D | +17.2% | -20.4% | +37.6% | +30.9% |
| 3M | +7.7% | +10.0% | -2.4% | -5.9% |
| 6M | -5.5% | +49.5% | -55.0% | -34.6% |
| YTD | -12.8% | +62.5% | -75.3% | -44.7% |
| 1Y | +26.8% | +76.0% | -49.2% | -24.6% |
| 3Y | +1,007.0% | +94.2% | +912.8% | +394.6% |
| All | +25.7% | -46.1% | +71.8% | +87.2% |
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