+746.5%
ILMN vs VCLT
+103.4%
+643.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +9.2% | -0.9% | +10.0% | +9.6% |
| 3M | +29.8% | -3.2% | +33.1% | +31.6% |
| 6M | +69.2% | -3.8% | +73.0% | +72.0% |
| YTD | +66.4% | -2.0% | +68.4% | +67.9% |
| 1Y | +123.4% | -0.8% | +124.2% | +124.3% |
| 3Y | +33.2% | +12.3% | +20.9% | +28.6% |
| 5Y | -52.0% | -15.4% | -36.6% | -52.1% |
| 10Y | +33.6% | +15.7% | +17.9% | +37.7% |
| All | +746.5% | +103.4% | +643.1% | +1,007.5% |
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