+3,189.2%
CVNA vs ILMN
+19.7%
+3,169.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.6% | -2.6% |
| 7D | +2.4% | -9.8% | +12.2% | +8.8% |
| 30D | +14.6% | -22.7% | +37.3% | +30.4% |
| 3M | -1.5% | +12.1% | -13.6% | -13.9% |
| 6M | -6.3% | +51.5% | -57.8% | -33.8% |
| YTD | -13.5% | +63.9% | -77.3% | -43.6% |
| 1Y | +13.3% | +76.6% | -63.3% | -30.1% |
| 3Y | +1,150.8% | +124.6% | +1,026.2% | +457.6% |
| 5Y | +27.1% | -42.7% | +69.8% | +57.7% |
| All | +3,189.2% | +19.7% | +3,169.5% | +2,899.3% |
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