+295.4%
VIAV vs ILMN
+37.1%
+258.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.3% | +14.4% | +12.0% |
| 7D | +11.3% | +1.9% | +9.4% | +10.5% |
| 30D | -1.0% | +12.3% | -13.3% | -4.5% |
| 3M | -20.5% | +33.5% | -54.1% | -27.1% |
| 6M | +39.0% | +69.4% | -30.4% | +18.2% |
| YTD | +117.5% | +60.9% | +56.5% | +86.5% |
| 1Y | +233.8% | +115.0% | +118.8% | +160.3% |
| 3Y | +295.4% | +37.0% | +258.4% | +205.8% |
| All | +295.4% | +37.1% | +258.3% | +205.8% |
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