+58.0%
ILMN vs VIVK
-100.0%
+158.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -1.5% |
| 7D | +0.7% | -38.6% | +39.4% | +1.2% |
| 30D | -22.7% | -87.7% | +65.0% | -21.2% |
| 3M | +8.6% | -98.9% | +107.5% | +12.7% |
| 6M | +43.8% | -100.0% | +143.8% | +51.6% |
| YTD | +59.8% | -100.0% | +159.7% | +67.4% |
| 1Y | +71.8% | -100.0% | +171.8% | +82.4% |
| 3Y | +119.0% | -100.0% | +219.0% | +132.4% |
| 5Y | -43.8% | -100.0% | +56.2% | -40.3% |
| All | +58.0% | -100.0% | +158.0% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling