+59.0%
ILMN vs VO
+202.1%
-143.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.3% |
| 7D | -6.0% | +0.2% | -6.2% | -6.1% |
| 30D | -23.0% | +2.0% | -25.1% | -24.5% |
| 3M | +10.4% | -0.3% | +10.7% | +11.2% |
| 6M | +49.4% | +7.3% | +42.1% | +38.5% |
| YTD | +62.3% | +15.0% | +47.4% | +38.7% |
| 1Y | +73.7% | +14.7% | +59.0% | +48.9% |
| 3Y | +122.5% | +67.3% | +55.2% | +28.1% |
| 5Y | -43.2% | +38.8% | -82.0% | -59.5% |
| 10Y | +59.0% | +201.6% | -142.6% | -43.9% |
| All | +59.0% | +202.1% | -143.2% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling