+733.7%
ILMN vs VCLT
+100.6%
+633.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | -9.8% | +0.2% | -10.0% | -9.9% |
| 30D | -22.7% | +2.3% | -25.0% | -23.5% |
| 3M | +12.1% | -1.1% | +13.1% | +12.5% |
| 6M | +51.5% | -4.2% | +55.6% | +54.0% |
| YTD | +63.9% | -3.4% | +67.2% | +66.2% |
| 1Y | +76.6% | -3.8% | +80.3% | +79.3% |
| 3Y | +124.6% | +14.7% | +109.9% | +115.8% |
| 5Y | -42.7% | -16.7% | -26.0% | -42.6% |
| 10Y | +59.7% | +20.5% | +39.2% | +68.9% |
| All | +733.7% | +100.6% | +633.1% | +995.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling