+93.9%
ILMN vs VO
+16.3%
+77.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.7% |
| 7D | -21.6% | +1.0% | -22.5% | -22.1% |
| 30D | -22.9% | +2.6% | -25.5% | -24.5% |
| 3M | +11.6% | -0.3% | +11.9% | +12.2% |
| 6M | +62.5% | +7.6% | +55.0% | +53.3% |
| YTD | +72.7% | +14.7% | +58.0% | +52.1% |
| 1Y | +93.9% | +16.4% | +77.4% | +68.0% |
| All | +93.9% | +16.3% | +77.6% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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