-26.1%
ILMN vs RVMD
+525.1%
-551.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | -22.7% | -6.4% | -16.3% | -21.7% |
| 3M | +8.6% | -14.1% | +22.7% | +11.9% |
| 6M | +43.8% | +21.0% | +22.8% | +37.9% |
| YTD | +59.8% | +121.4% | -61.6% | +31.0% |
| 1Y | +71.8% | +167.9% | -96.1% | +35.1% |
| 3Y | +119.0% | +794.7% | -675.7% | +30.5% |
| 5Y | -43.8% | +437.2% | -481.0% | -67.0% |
| All | -26.1% | +525.1% | -551.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling