-54.1%
ILMN vs VIVK
-100.0%
+45.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | -2.8% |
| 7D | -3.9% | -7.9% | +4.0% | -3.8% |
| 30D | +6.9% | -42.0% | +48.8% | +7.6% |
| 3M | +28.1% | -92.5% | +120.6% | +30.9% |
| 6M | +65.0% | -98.0% | +163.0% | +69.5% |
| YTD | +56.3% | -97.9% | +154.2% | +59.8% |
| 1Y | +108.7% | -100.0% | +208.7% | +120.3% |
| 3Y | +33.1% | -100.0% | +133.1% | +38.5% |
| 5Y | -54.1% | -100.0% | +45.9% | -52.1% |
| All | -54.1% | -100.0% | +45.9% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling