+27.6%
ILMN vs VSH
+170.2%
-142.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.9% |
| 7D | +1.9% | +6.2% | -4.3% | -0.2% |
| 30D | +12.3% | -11.1% | +23.4% | +16.3% |
| 3M | +33.5% | -44.9% | +78.5% | +58.0% |
| 6M | +69.4% | +90.0% | -20.6% | +19.8% |
| YTD | +60.9% | +118.8% | -57.9% | +5.7% |
| 1Y | +115.0% | +109.0% | +6.0% | +42.6% |
| 3Y | +37.0% | +35.6% | +1.4% | +4.0% |
| 5Y | -53.1% | +66.7% | -119.8% | -68.0% |
| 10Y | +27.6% | +167.9% | -140.4% | -39.4% |
| All | +27.6% | +170.2% | -142.7% | -39.4% |
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