-30.0%
RIVN vs ILMN
+37.1%
-67.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +4.2% |
| 7D | +4.1% | +1.9% | +2.2% | +3.1% |
| 30D | +1.1% | +12.3% | -11.2% | -4.0% |
| 3M | -4.0% | +33.5% | -37.5% | -16.0% |
| 6M | +5.2% | +69.4% | -64.2% | -17.5% |
| YTD | -18.0% | +60.9% | -78.9% | -35.1% |
| 1Y | +15.6% | +115.0% | -99.4% | -21.5% |
| 3Y | -30.0% | +37.0% | -67.0% | -35.5% |
| All | -30.0% | +37.1% | -67.1% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling