+123.4%
ILMN vs VSH
+118.1%
+5.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.0% |
| 7D | +1.2% | +4.1% | -2.8% | +0.8% |
| 30D | +9.2% | -4.2% | +13.3% | +9.4% |
| 3M | +29.8% | -50.0% | +79.8% | +38.8% |
| 6M | +69.2% | +80.2% | -11.0% | +45.1% |
| YTD | +66.4% | +121.1% | -54.7% | +31.6% |
| 1Y | +123.4% | +112.0% | +11.4% | +78.3% |
| All | +123.4% | +118.1% | +5.3% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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