+115.0%
ILMN vs VSH
+105.2%
+9.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.2% |
| 7D | +1.9% | +6.2% | -4.3% | +1.3% |
| 30D | +12.3% | -11.1% | +23.4% | +13.5% |
| 3M | +33.5% | -44.9% | +78.5% | +40.7% |
| 6M | +69.4% | +90.0% | -20.6% | +43.9% |
| YTD | +60.9% | +118.8% | -57.9% | +27.6% |
| 1Y | +115.0% | +109.0% | +6.0% | +72.0% |
| All | +115.0% | +105.2% | +9.7% | +72.0% |
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