+533.9%
ILMN vs VIVK
-100.0%
+633.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.3% | +10.8% | -1.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | +9.2% | -43.6% | +52.8% | +9.2% |
| 3M | +29.8% | -95.1% | +125.0% | +30.1% |
| 6M | +69.2% | -98.2% | +167.4% | +69.6% |
| YTD | +66.4% | -97.9% | +164.3% | +66.6% |
| 1Y | +123.4% | -100.0% | +223.4% | +124.2% |
| 3Y | +33.2% | -100.0% | +133.1% | +33.6% |
| 5Y | -52.0% | -100.0% | +48.0% | -51.8% |
| 10Y | +33.6% | -100.0% | +133.6% | +33.9% |
| All | +533.9% | -100.0% | +633.9% | +602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling