+1,348.2%
ILMN vs VIG
+650.0%
+698.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -3.0% |
| 7D | -9.8% | +1.0% | -10.8% | -10.8% |
| 30D | -22.7% | +4.5% | -27.3% | -26.5% |
| 3M | +12.1% | +2.1% | +10.0% | +9.5% |
| 6M | +51.5% | +10.5% | +41.0% | +35.3% |
| YTD | +63.9% | +15.1% | +48.8% | +39.1% |
| 1Y | +76.6% | +16.9% | +59.7% | +47.4% |
| 3Y | +124.6% | +65.6% | +59.0% | +28.5% |
| 5Y | -42.7% | +64.4% | -107.1% | -66.1% |
| 10Y | +59.7% | +260.6% | -201.0% | -60.1% |
| All | +1,348.2% | +650.0% | +698.2% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling