+81.4%
ILMN vs VFC
+42.4%
+39.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.2% |
| 7D | -2.6% | +7.7% | -10.2% | -3.5% |
| 30D | -20.6% | +39.2% | -59.8% | -24.6% |
| 3M | +17.5% | +40.3% | -22.8% | +11.2% |
| 6M | +55.6% | +11.4% | +44.2% | +52.9% |
| YTD | +68.3% | +17.5% | +50.8% | +59.3% |
| All | +81.4% | +42.4% | +39.0% | +62.7% |
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