+1,045.4%
ILMN vs RVTY
+423.2%
+622.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | +9.2% | +13.2% | -4.0% | +2.7% |
| 3M | +29.8% | +27.2% | +2.6% | +14.7% |
| 6M | +69.2% | +32.4% | +36.8% | +45.7% |
| YTD | +66.4% | +34.9% | +31.5% | +41.0% |
| 1Y | +123.4% | +52.4% | +71.0% | +78.5% |
| 3Y | +33.2% | +12.3% | +20.9% | +23.1% |
| 5Y | -52.0% | -30.8% | -21.1% | -44.1% |
| 10Y | +33.6% | +150.7% | -117.1% | -13.0% |
| All | +1,045.4% | +423.2% | +622.1% | +701.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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