+53.9%
ILMN vs VLTO
+56.4%
-2.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | -23.8% | +17.5% | -41.3% | -29.5% |
| 3M | +7.5% | +21.4% | -13.9% | -2.1% |
| 6M | +42.8% | +38.1% | +4.6% | +20.6% |
| YTD | +57.8% | +19.0% | +38.8% | +44.5% |
| 1Y | +72.6% | +20.7% | +52.0% | +56.4% |
| 3Y | +129.3% | +64.3% | +65.1% | +74.6% |
| All | +53.9% | +56.4% | -2.5% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling