+501.3%
ILMN vs VIVK
-100.0%
+601.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -1.2% |
| 7D | -2.9% | -57.7% | +54.8% | -2.8% |
| 30D | -23.8% | -87.3% | +63.4% | -23.7% |
| 3M | +7.5% | -98.9% | +106.4% | +7.9% |
| 6M | +42.8% | -100.0% | +142.7% | +43.6% |
| YTD | +57.8% | -100.0% | +157.8% | +58.7% |
| 1Y | +72.6% | -100.0% | +172.6% | +73.8% |
| 3Y | +129.3% | -100.0% | +229.3% | +131.0% |
| 5Y | -44.5% | -100.0% | +55.5% | -44.1% |
| 10Y | +54.5% | -100.0% | +154.5% | +55.5% |
| All | +501.3% | -100.0% | +601.3% | +569.5% |
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