+37.0%
ILMN vs VIVK
-100.0%
+137.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -10.9% | -3.4% |
| 7D | +1.9% | +13.1% | -11.2% | +1.7% |
| 30D | +12.3% | -29.7% | +42.0% | +12.9% |
| 3M | +33.5% | -93.0% | +126.5% | +37.1% |
| 6M | +69.4% | -98.0% | +167.3% | +74.9% |
| YTD | +60.9% | -97.8% | +158.7% | +65.1% |
| 1Y | +115.0% | -100.0% | +214.9% | +130.8% |
| 3Y | +37.0% | -100.0% | +137.0% | +28.9% |
| All | +37.0% | -100.0% | +137.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling