-93.8%
VIAV vs ILMN
+1,365.4%
-1,459.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.7% |
| 7D | +12.3% | -6.0% | +18.3% | +14.4% |
| 30D | -21.0% | -23.0% | +2.1% | -15.2% |
| 3M | -14.1% | +10.4% | -24.5% | -16.5% |
| 6M | -39.9% | +49.4% | -89.3% | -46.2% |
| YTD | +85.2% | +62.3% | +22.8% | +61.2% |
| 1Y | +84.3% | +73.7% | +10.6% | +57.8% |
| 3Y | +320.9% | +122.5% | +198.4% | +227.4% |
| 5Y | +117.5% | -43.2% | +160.7% | +126.3% |
| 10Y | +323.1% | +59.0% | +264.1% | +226.4% |
| All | -93.8% | +1,365.4% | -1,459.1% | -98.4% |
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 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