+81.4%
ILMN vs VSAT
+77.5%
+3.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +16.3% | -12.7% | +2.3% |
| 7D | -2.6% | +0.4% | -2.9% | -2.9% |
| 30D | -20.6% | +3.3% | -23.9% | -21.1% |
| 3M | +17.5% | -7.5% | +24.9% | +17.0% |
| 6M | +55.6% | +6.2% | +49.4% | +53.6% |
| YTD | +68.3% | +115.8% | -47.5% | +59.2% |
| All | +81.4% | +77.5% | +3.8% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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