+93.9%
ILMN vs VIVK
-100.0%
+193.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -27.5% | +22.6% | -3.9% |
| 7D | -21.6% | -68.7% | +47.1% | -18.6% |
| 30D | -22.9% | -90.0% | +67.2% | -18.2% |
| 3M | +11.6% | -98.1% | +109.6% | +21.6% |
| 6M | +62.5% | -99.9% | +162.5% | +80.5% |
| YTD | +72.7% | -99.9% | +172.6% | +92.9% |
| 1Y | +93.9% | -100.0% | +193.9% | +133.0% |
| All | +93.9% | -100.0% | +193.9% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling