-84.4%
RIVN vs ILMN
-42.8%
-41.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.7% |
| 30D | +1.2% | +9.2% | -8.0% | -3.8% |
| 3M | -13.1% | +29.8% | -43.0% | -25.3% |
| 6M | +5.5% | +69.2% | -63.7% | -22.4% |
| YTD | -20.1% | +66.4% | -86.5% | -41.6% |
| 1Y | +14.9% | +123.4% | -108.5% | -31.1% |
| 3Y | -32.5% | +33.2% | -65.6% | -46.2% |
| All | -84.4% | -42.8% | -41.6% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling