+93.9%
ILMN vs VRSK
-8.8%
+102.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | -21.6% | +4.2% | -25.8% | -21.3% |
| 30D | -22.9% | +21.2% | -44.0% | -22.9% |
| 3M | +11.6% | +2.9% | +8.7% | +12.2% |
| 6M | +62.5% | +11.3% | +51.2% | +60.9% |
| YTD | +72.7% | -10.8% | +83.6% | +72.0% |
| 1Y | +93.9% | -9.2% | +103.0% | +94.7% |
| All | +93.9% | -8.8% | +102.6% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling