+74.0%
ILMN vs VIK
+236.8%
-162.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.9% |
| 7D | +1.9% | +3.6% | -1.7% | +1.0% |
| 30D | +12.3% | -16.7% | +29.0% | +17.0% |
| 3M | +33.5% | -1.1% | +34.6% | +33.0% |
| 6M | +69.4% | +27.8% | +41.5% | +56.8% |
| YTD | +60.9% | +23.3% | +37.6% | +49.4% |
| 1Y | +115.0% | +38.2% | +76.8% | +92.8% |
| All | +74.0% | +236.8% | -162.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling