-42.7%
ILMN vs RVMD
+498.3%
-541.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -1.8% |
| 7D | -9.8% | -0.6% | -9.2% | -9.7% |
| 30D | -22.7% | +1.7% | -24.5% | -23.1% |
| 3M | +12.1% | -6.7% | +18.8% | +13.6% |
| 6M | +51.5% | +36.1% | +15.3% | +40.6% |
| YTD | +63.9% | +142.4% | -78.5% | +27.8% |
| 1Y | +76.6% | +207.8% | -131.2% | +29.5% |
| 3Y | +124.6% | +879.5% | -754.9% | +19.5% |
| 5Y | -42.7% | +509.0% | -551.7% | -71.1% |
| All | -42.7% | +498.3% | -541.0% | -71.1% |
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 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