+94.2%
ILMN vs VLTO
+69.5%
+24.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -9.7% | +5.4% | -15.1% | -11.5% |
| 30D | -20.4% | +22.3% | -42.7% | -27.6% |
| 3M | +10.0% | +19.6% | -9.6% | +1.2% |
| 6M | +49.5% | +35.2% | +14.3% | +28.2% |
| YTD | +62.5% | +17.9% | +44.6% | +50.3% |
| 1Y | +76.0% | +19.5% | +56.5% | +60.9% |
| 3Y | +94.2% | +73.9% | +20.2% | +59.3% |
| All | +94.2% | +69.5% | +24.7% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling