+37.0%
ILMN vs VCLT
+12.2%
+24.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.6% |
| 30D | +12.3% | -0.6% | +12.9% | +13.0% |
| 3M | +33.5% | -2.2% | +35.8% | +36.9% |
| 6M | +69.4% | -2.9% | +72.3% | +74.9% |
| YTD | +60.9% | -2.1% | +63.0% | +64.8% |
| 1Y | +115.0% | -2.6% | +117.6% | +120.8% |
| 3Y | +37.0% | +12.5% | +24.5% | +23.0% |
| All | +37.0% | +12.2% | +24.8% | +23.0% |
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