+54.6%
ILMN vs VLTO
+54.1%
+0.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -8.0% |
| 7D | -28.3% | +12.0% | -40.3% | -32.0% |
| 30D | -24.0% | +20.8% | -44.8% | -30.8% |
| 3M | +4.1% | +20.1% | -16.1% | -4.9% |
| 6M | +49.6% | +32.6% | +16.9% | +28.7% |
| YTD | +58.6% | +17.3% | +41.3% | +46.0% |
| 1Y | +69.9% | +17.3% | +52.6% | +56.1% |
| 3Y | +82.9% | +66.9% | +16.0% | +38.4% |
| All | +54.6% | +54.1% | +0.5% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling