+411.1%
ILMN vs VRSK
+583.6%
-172.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.3% | -0.5% |
| 7D | +1.9% | -9.7% | +11.6% | +7.1% |
| 30D | +12.3% | -8.5% | +20.8% | +17.0% |
| 3M | +33.5% | -1.7% | +35.2% | +32.8% |
| 6M | +69.4% | -17.9% | +87.2% | +82.8% |
| YTD | +60.9% | -21.1% | +82.1% | +76.4% |
| 1Y | +115.0% | -35.1% | +150.1% | +160.1% |
| 3Y | +37.0% | -26.7% | +63.7% | +50.7% |
| 5Y | -53.1% | -12.0% | -41.1% | -53.7% |
| 10Y | +27.6% | +122.9% | -95.3% | -20.3% |
| All | +411.1% | +583.6% | -172.5% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling