+123.4%
ILMN vs VFC
-6.8%
+130.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.5% |
| 30D | +9.2% | -11.6% | +20.8% | +11.7% |
| 3M | +29.8% | -18.1% | +47.9% | +33.3% |
| 6M | +69.2% | -27.4% | +96.6% | +78.1% |
| YTD | +66.4% | -24.8% | +91.2% | +71.7% |
| 1Y | +123.4% | -8.2% | +131.6% | +117.3% |
| All | +123.4% | -6.8% | +130.2% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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