+93.9%
ILMN vs VIG
+19.5%
+74.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -6.4% |
| 7D | -21.6% | +2.7% | -24.3% | -23.0% |
| 30D | -22.9% | +7.0% | -29.9% | -26.6% |
| 3M | +11.6% | +4.0% | +7.6% | +8.6% |
| 6M | +62.5% | +12.3% | +50.3% | +49.8% |
| YTD | +72.7% | +16.4% | +56.3% | +49.9% |
| 1Y | +93.9% | +19.2% | +74.6% | +62.4% |
| All | +93.9% | +19.5% | +74.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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