-23.0%
ILMN vs RVMD
+644.5%
-667.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | +1.0% | +0.2% | +1.0% |
| 30D | +9.2% | +6.4% | +2.7% | +7.7% |
| 3M | +29.8% | +34.9% | -5.0% | +21.9% |
| 6M | +69.2% | +107.6% | -38.3% | +43.4% |
| YTD | +66.4% | +163.7% | -97.3% | +31.8% |
| 1Y | +123.4% | +439.2% | -315.8% | +50.8% |
| 3Y | +33.2% | +499.2% | -466.0% | -16.2% |
| 5Y | -52.0% | +621.7% | -673.7% | -73.3% |
| All | -23.0% | +644.5% | -667.5% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling