+93.9%
ILMN vs VSH
+62.1%
+31.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.1% | +0.2% | -4.2% |
| 7D | -21.6% | -13.6% | -7.9% | -20.0% |
| 30D | -22.9% | -30.4% | +7.5% | -20.4% |
| 3M | +11.6% | -33.3% | +44.9% | +15.3% |
| 6M | +62.5% | -15.1% | +77.6% | +61.0% |
| YTD | +72.7% | +80.2% | -7.5% | +52.6% |
| 1Y | +93.9% | +63.4% | +30.5% | +73.7% |
| All | +93.9% | +62.1% | +31.8% | +73.7% |
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