-93.4%
VIAV vs ILMN
+1,401.8%
-1,495.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.0% |
| 7D | -4.6% | +1.2% | -5.8% | -5.0% |
| 30D | -10.4% | +9.2% | -19.6% | -12.6% |
| 3M | -34.5% | +29.8% | -64.3% | -39.0% |
| 6M | +7.0% | +69.2% | -62.2% | -7.2% |
| YTD | +95.6% | +66.4% | +29.2% | +69.3% |
| 1Y | +197.2% | +123.4% | +73.8% | +137.3% |
| 3Y | +232.0% | +33.2% | +198.8% | +192.8% |
| 5Y | +102.2% | -52.0% | +154.2% | +119.4% |
| 10Y | +344.6% | +33.6% | +311.0% | +253.3% |
| All | -93.4% | +1,401.8% | -1,495.2% | -98.3% |
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