+3,259.9%
CVNA vs ILMN
+21.5%
+3,238.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | +12.7% | +29.8% | -17.2% | -6.3% |
| 6M | +17.9% | +69.2% | -51.3% | -18.9% |
| YTD | -11.6% | +66.4% | -78.0% | -39.6% |
| 1Y | +0.8% | +123.4% | -122.7% | -47.0% |
| 3Y | +633.4% | +33.2% | +600.3% | +421.5% |
| 5Y | +13.5% | -52.0% | +65.4% | +64.7% |
| All | +3,259.9% | +21.5% | +3,238.4% | +3,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling