-51.4%
ILMN vs VMC
+52.7%
-104.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +1.2% | -4.3% | +5.5% | +3.4% |
| 30D | +9.2% | -8.2% | +17.4% | +13.9% |
| 3M | +29.8% | -7.0% | +36.9% | +33.6% |
| 6M | +69.2% | -10.8% | +80.0% | +77.1% |
| YTD | +66.4% | -7.4% | +73.8% | +68.1% |
| 1Y | +123.4% | -9.5% | +132.9% | +127.4% |
| 3Y | +33.2% | +20.5% | +12.7% | +10.0% |
| All | -51.4% | +52.7% | -104.1% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling