+93.9%
ILMN vs VLTO
+18.3%
+75.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.9% |
| 7D | -21.6% | +13.8% | -35.4% | -21.2% |
| 30D | -22.9% | +21.2% | -44.0% | -23.7% |
| 3M | +11.6% | +21.5% | -9.9% | +10.2% |
| 6M | +62.5% | +33.0% | +29.6% | +56.7% |
| YTD | +72.7% | +17.8% | +54.9% | +73.6% |
| 1Y | +93.9% | +18.1% | +75.7% | +94.8% |
| All | +93.9% | +18.3% | +75.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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