+108.7%
ILMN vs VIG
+14.1%
+94.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.4% |
| 7D | -3.9% | -1.2% | -2.7% | -2.8% |
| 30D | +6.9% | -2.8% | +9.7% | +9.5% |
| 3M | +28.1% | +2.5% | +25.6% | +25.7% |
| 6M | +65.0% | +8.1% | +56.9% | +54.9% |
| YTD | +56.3% | +9.6% | +46.7% | +42.2% |
| 1Y | +108.7% | +14.2% | +94.6% | +69.1% |
| All | +108.7% | +14.1% | +94.6% | +69.1% |
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