+94.2%
ILMN vs VFC
+39.5%
+54.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | -9.7% | +11.2% | -20.9% | -12.2% |
| 30D | -20.4% | +41.5% | -61.9% | -27.3% |
| 3M | +10.0% | +38.9% | -28.9% | +0.7% |
| 6M | +49.5% | +6.1% | +43.3% | +45.1% |
| YTD | +62.5% | +14.5% | +48.0% | +53.1% |
| 1Y | +76.0% | +46.0% | +30.0% | +54.5% |
| 3Y | +94.2% | +36.4% | +57.8% | +53.5% |
| All | +94.2% | +39.5% | +54.6% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling