+107.9%
ILMN vs VIVK
-100.0%
+207.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.7% |
| 7D | -5.4% | -4.4% | -1.0% | -5.3% |
| 30D | +7.0% | -40.8% | +47.8% | +8.0% |
| 3M | +24.2% | -94.1% | +118.4% | +28.2% |
| 6M | +69.9% | -98.2% | +168.1% | +76.0% |
| YTD | +57.4% | -98.0% | +155.4% | +62.9% |
| 1Y | +107.9% | -100.0% | +207.9% | +125.3% |
| All | +107.9% | -100.0% | +207.9% | +125.3% |
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 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