+5,027.5%
ILMN vs VO
+827.2%
+4,200.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.6% |
| 30D | +9.2% | -0.3% | +9.5% | +9.6% |
| 3M | +29.8% | +2.9% | +26.9% | +26.2% |
| 6M | +69.2% | +9.3% | +59.9% | +54.6% |
| YTD | +66.4% | +14.2% | +52.2% | +44.8% |
| 1Y | +123.4% | +15.3% | +108.1% | +93.1% |
| 3Y | +33.2% | +56.2% | -23.1% | -13.9% |
| 5Y | -52.0% | +42.4% | -94.4% | -65.1% |
| 10Y | +33.6% | +194.7% | -161.1% | -52.0% |
| All | +5,027.5% | +827.2% | +4,200.3% | +355.8% |
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