+82.0%
ILMN vs VIK
+233.3%
-151.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -20.6% | +6.8% | -27.4% | -21.7% |
| 3M | +17.5% | -17.6% | +35.1% | +22.7% |
| 6M | +55.6% | +5.4% | +50.2% | +52.1% |
| YTD | +68.3% | +22.1% | +46.3% | +56.6% |
| 1Y | +81.1% | +49.3% | +31.8% | +59.0% |
| All | +82.0% | +233.3% | -151.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling