+4,907.9%
ILMN vs VO
+797.8%
+4,110.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -9.7% | -2.6% | -7.1% | -7.1% |
| 30D | -20.4% | -0.9% | -19.5% | -19.3% |
| 3M | +10.0% | -3.0% | +13.0% | +13.9% |
| 6M | +49.5% | +2.2% | +47.3% | +46.6% |
| YTD | +62.5% | +10.6% | +51.9% | +46.6% |
| 1Y | +76.0% | +12.5% | +63.5% | +56.1% |
| 3Y | +94.2% | +61.4% | +32.8% | +21.5% |
| 5Y | -46.3% | +33.4% | -79.7% | -58.2% |
| 10Y | +62.7% | +201.5% | -138.8% | -42.8% |
| All | +4,907.9% | +797.8% | +4,110.2% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling