-53.1%
ILMN vs VOO
+82.3%
-135.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.6% |
| 7D | +1.9% | +0.5% | +1.4% | +1.3% |
| 30D | +12.3% | -0.9% | +13.2% | +13.7% |
| 3M | +33.5% | +3.9% | +29.7% | +27.1% |
| 6M | +69.4% | +14.5% | +54.8% | +42.2% |
| YTD | +60.9% | +13.0% | +48.0% | +36.7% |
| 1Y | +115.0% | +19.4% | +95.5% | +69.9% |
| 3Y | +37.0% | +78.9% | -41.9% | -37.3% |
| 5Y | -53.1% | +82.3% | -135.4% | -78.9% |
| All | -53.1% | +82.3% | -135.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling