+94.2%
ILMN vs VCLT
+16.8%
+77.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -9.7% | +0.3% | -10.0% | -9.9% |
| 30D | -20.4% | +3.7% | -24.1% | -23.3% |
| 3M | +10.0% | -1.0% | +11.0% | +11.0% |
| 6M | +49.5% | -3.4% | +52.8% | +55.0% |
| YTD | +62.5% | -2.6% | +65.1% | +67.2% |
| 1Y | +76.0% | -3.3% | +79.3% | +82.4% |
| 3Y | +94.2% | +17.3% | +76.8% | +65.6% |
| All | +94.2% | +16.8% | +77.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling