+37.1%
ILMN vs VRSK
-26.5%
+63.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -5.4% | -5.2% | -0.2% | -4.5% |
| 30D | +7.0% | -2.3% | +9.3% | +7.4% |
| 3M | +24.2% | -2.9% | +27.1% | +23.7% |
| 6M | +69.9% | -12.8% | +82.7% | +73.4% |
| YTD | +57.4% | -20.8% | +78.2% | +64.1% |
| 1Y | +107.9% | -33.2% | +141.1% | +126.2% |
| 3Y | +37.1% | -26.6% | +63.7% | +35.1% |
| All | +37.1% | -26.5% | +63.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling