-45.5%
ILMN vs VRSN
+34.5%
-80.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.0% |
| 7D | -9.7% | +0.5% | -10.2% | -9.9% |
| 30D | -20.4% | +4.9% | -25.3% | -22.4% |
| 3M | +10.0% | +5.8% | +4.2% | +6.4% |
| 6M | +49.5% | +12.6% | +36.9% | +37.5% |
| YTD | +62.5% | +28.2% | +34.3% | +36.9% |
| 1Y | +76.0% | +30.4% | +45.5% | +46.3% |
| 3Y | +94.2% | +54.6% | +39.6% | +37.1% |
| All | -45.5% | +34.5% | -80.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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