+420.3%
VIAV vs ILMN
+25.5%
+394.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.9% |
| 7D | +13.6% | -3.9% | +17.4% | +14.5% |
| 30D | +5.3% | +6.9% | -1.6% | +3.0% |
| 3M | -15.6% | +28.1% | -43.7% | -21.7% |
| 6M | +34.0% | +65.0% | -31.0% | +15.4% |
| YTD | +119.9% | +56.3% | +63.6% | +91.0% |
| 1Y | +235.2% | +108.7% | +126.4% | +166.9% |
| 3Y | +299.8% | +33.1% | +266.7% | +246.7% |
| 5Y | +140.1% | -54.1% | +194.2% | +165.9% |
| 10Y | +420.3% | +27.8% | +392.5% | +330.4% |
| All | +420.3% | +25.5% | +394.8% | +330.4% |
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