+93.9%
ILMN vs VMC
+3.7%
+90.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.6% | -9.5% | -5.1% |
| 7D | -21.6% | +12.3% | -33.9% | -22.4% |
| 30D | -22.9% | +21.2% | -44.1% | -24.4% |
| 3M | +11.6% | +4.6% | +7.0% | +11.6% |
| 6M | +62.5% | +3.9% | +58.7% | +63.1% |
| YTD | +72.7% | +5.0% | +67.7% | +69.4% |
| 1Y | +93.9% | +2.6% | +91.2% | +91.6% |
| All | +93.9% | +3.7% | +90.2% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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