+115.0%
ILMN vs VMC
-11.8%
+126.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -3.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +12.3% | -9.1% | +21.4% | +13.4% |
| 3M | +33.5% | -4.1% | +37.7% | +34.7% |
| 6M | +69.4% | -5.5% | +74.9% | +70.4% |
| YTD | +60.9% | -8.9% | +69.8% | +61.7% |
| 1Y | +115.0% | -12.9% | +127.9% | +115.9% |
| All | +115.0% | -11.8% | +126.8% | +115.9% |
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