+70.5%
ILMN vs VSH
+128.2%
-57.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.4% | -9.9% | -1.0% |
| 7D | -2.6% | +3.5% | -6.0% | -4.0% |
| 30D | -20.6% | -22.4% | +1.8% | -13.9% |
| 3M | +17.5% | -25.2% | +42.6% | +27.4% |
| 6M | +55.6% | -22.5% | +78.2% | +55.5% |
| YTD | +68.3% | +84.2% | -15.9% | +16.3% |
| 1Y | +81.1% | +87.1% | -6.0% | +23.9% |
| 3Y | +112.2% | +31.7% | +80.5% | +59.0% |
| 5Y | -42.6% | +42.6% | -85.2% | -58.9% |
| 10Y | +70.5% | +116.6% | -46.1% | -2.5% |
| All | +70.5% | +128.2% | -57.8% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling