+123.4%
ILMN vs VRSK
-30.3%
+153.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.3% |
| 7D | +1.2% | -3.1% | +4.3% | +1.5% |
| 30D | +9.2% | -1.6% | +10.7% | +9.1% |
| 3M | +29.8% | +3.5% | +26.3% | +27.9% |
| 6M | +69.2% | -13.4% | +82.6% | +72.8% |
| YTD | +66.4% | -16.5% | +82.9% | +69.5% |
| 1Y | +123.4% | -30.6% | +154.0% | +120.6% |
| All | +123.4% | -30.3% | +153.7% | +120.6% |
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