-53.1%
ILMN vs RVMD
+570.7%
-623.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | +12.3% | +1.1% | +11.2% | +12.0% |
| 3M | +33.5% | +39.6% | -6.1% | +23.6% |
| 6M | +69.4% | +110.7% | -41.3% | +40.6% |
| YTD | +60.9% | +160.3% | -99.4% | +24.3% |
| 1Y | +115.0% | +404.9% | -289.9% | +39.8% |
| 3Y | +37.0% | +545.5% | -508.4% | -20.7% |
| 5Y | -53.1% | +584.7% | -637.8% | -77.4% |
| All | -53.1% | +570.7% | -623.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling