+70.5%
ILMN vs VFC
-44.8%
+115.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.9% |
| 7D | -2.6% | +7.7% | -10.2% | -4.6% |
| 30D | -20.6% | +39.2% | -59.8% | -28.0% |
| 3M | +17.5% | +40.3% | -22.8% | +6.1% |
| 6M | +55.6% | +11.4% | +44.2% | +48.2% |
| YTD | +68.3% | +17.5% | +50.8% | +56.4% |
| 1Y | +81.1% | +45.9% | +35.2% | +57.3% |
| 3Y | +112.2% | +47.3% | +64.8% | +65.9% |
| 5Y | -42.6% | -67.2% | +24.6% | -30.1% |
| 10Y | +70.5% | -46.1% | +116.6% | +86.1% |
| All | +70.5% | -44.8% | +115.3% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling