-87.3%
RIVN vs ILMN
-45.1%
-42.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.7% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | -4.3% | -22.7% | +18.5% | +5.9% |
| 3M | -19.6% | +8.6% | -28.3% | -27.3% |
| 6M | -8.2% | +43.8% | -52.1% | -29.3% |
| YTD | -35.1% | +59.8% | -94.8% | -54.0% |
| 1Y | -26.9% | +71.8% | -98.7% | -50.4% |
| 3Y | -16.9% | +119.0% | -135.9% | -55.4% |
| 5Y | -90.2% | -43.8% | -46.3% | -86.0% |
| All | -87.3% | -45.1% | -42.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling