+1,018.6%
ILMN vs RVTY
+523.5%
+495.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +1.0% |
| 7D | -9.7% | -1.2% | -8.5% | -9.0% |
| 30D | -20.4% | +1.0% | -21.4% | -20.3% |
| 3M | +10.0% | +35.8% | -25.8% | -4.8% |
| 6M | +49.5% | +56.7% | -7.2% | +19.8% |
| YTD | +62.5% | +60.7% | +1.8% | +27.2% |
| 1Y | +76.0% | +73.7% | +2.3% | +32.2% |
| 3Y | +94.2% | +82.8% | +11.4% | +43.7% |
| 5Y | -46.3% | -7.0% | -39.3% | -45.4% |
| 10Y | +62.7% | +212.3% | -149.6% | -4.3% |
| All | +1,018.6% | +523.5% | +495.1% | +622.6% |
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