-86.6%
RIVN vs ILMN
-44.2%
-42.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.7% |
| 7D | -3.7% | -6.0% | +2.3% | -0.7% |
| 30D | 0.0% | -23.0% | +23.0% | +10.9% |
| 3M | -17.2% | +10.4% | -27.7% | -25.8% |
| 6M | -3.8% | +49.4% | -53.2% | -27.4% |
| YTD | -31.3% | +62.3% | -93.6% | -51.8% |
| 1Y | -24.9% | +73.7% | -98.5% | -49.3% |
| 3Y | -12.1% | +122.5% | -134.6% | -53.2% |
| 5Y | -89.0% | -43.2% | -45.8% | -84.4% |
| All | -86.6% | -44.2% | -42.4% | -81.0% |
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