+21.2%
ILMN vs VIVK
-100.0%
+121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | -9.2% | -9.5% | +0.3% | -9.1% |
| 30D | +4.4% | -35.1% | +39.5% | +4.7% |
| 3M | +23.9% | -93.4% | +117.2% | +25.6% |
| 6M | +64.5% | -98.0% | +162.5% | +67.2% |
| YTD | +53.5% | -97.9% | +151.3% | +55.4% |
| 1Y | +110.8% | -100.0% | +210.7% | +117.2% |
| 3Y | +30.7% | -100.0% | +130.6% | +34.0% |
| 5Y | -54.8% | -100.0% | +45.2% | -53.6% |
| All | +21.2% | -100.0% | +121.2% | +23.4% |
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