+70.5%
ILMN vs VMC
+146.3%
-75.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.7% |
| 7D | -2.6% | +0.3% | -2.8% | -2.7% |
| 30D | -20.6% | +18.6% | -39.2% | -25.7% |
| 3M | +17.5% | +2.0% | +15.4% | +16.1% |
| 6M | +55.6% | +2.6% | +53.0% | +52.7% |
| YTD | +68.3% | +2.3% | +66.1% | +63.6% |
| 1Y | +81.1% | +1.7% | +79.4% | +76.4% |
| 3Y | +112.2% | +41.7% | +70.4% | +79.3% |
| 5Y | -42.6% | +46.6% | -89.2% | -52.7% |
| 10Y | +70.5% | +140.3% | -69.8% | +10.6% |
| All | +70.5% | +146.3% | -75.8% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling