+132.2%
ILMN vs VO
+66.5%
+65.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.4% |
| 7D | +0.7% | +2.9% | -2.2% | -3.1% |
| 30D | -22.7% | +1.0% | -23.7% | -23.4% |
| 3M | +8.6% | -1.7% | +10.4% | +11.6% |
| 6M | +43.8% | +6.7% | +37.1% | +32.5% |
| YTD | +59.8% | +14.0% | +45.8% | +33.8% |
| 1Y | +71.8% | +13.7% | +58.1% | +44.5% |
| All | +132.2% | +66.5% | +65.6% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling