-54.8%
ILMN vs VRSK
-11.3%
-43.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -9.2% | -7.7% | -1.5% | -5.8% |
| 30D | +4.4% | -2.8% | +7.2% | +5.6% |
| 3M | +23.9% | -3.7% | +27.6% | +24.0% |
| 6M | +64.5% | -12.8% | +77.3% | +72.1% |
| YTD | +53.5% | -21.0% | +74.4% | +69.2% |
| 1Y | +110.8% | -32.5% | +143.2% | +154.7% |
| 3Y | +30.7% | -26.5% | +57.2% | +39.7% |
| 5Y | -54.8% | -11.5% | -43.3% | -62.7% |
| All | -54.8% | -11.3% | -43.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling