+1,045.4%
ILMN vs VSAT
+198.9%
+846.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.6% |
| 7D | +1.2% | +11.8% | -10.6% | -1.2% |
| 30D | +9.2% | -7.0% | +16.2% | +10.7% |
| 3M | +29.8% | +3.3% | +26.6% | +25.8% |
| 6M | +69.2% | +57.4% | +11.8% | +46.3% |
| YTD | +66.4% | +118.6% | -52.2% | +30.8% |
| 1Y | +123.4% | +150.2% | -26.8% | +67.8% |
| 3Y | +33.2% | +160.7% | -127.5% | -16.1% |
| 5Y | -52.0% | +51.2% | -103.1% | -67.9% |
| 10Y | +33.6% | -0.7% | +34.3% | -8.7% |
| All | +1,045.4% | +198.9% | +846.5% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling