+93.9%
ILMN vs VCLT
-3.2%
+97.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.7% |
| 7D | -21.6% | +0.4% | -22.0% | -21.8% |
| 30D | -22.9% | +3.9% | -26.8% | -25.8% |
| 3M | +11.6% | -1.9% | +13.5% | +15.0% |
| 6M | +62.5% | -2.6% | +65.2% | +70.1% |
| YTD | +72.7% | -3.1% | +75.8% | +81.5% |
| 1Y | +93.9% | -3.6% | +97.4% | +104.8% |
| All | +93.9% | -3.2% | +97.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling