+94.2%
ILMN vs VSH
+6.8%
+87.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +1.0% |
| 7D | -9.7% | -12.9% | +3.3% | -6.4% |
| 30D | -20.4% | -36.9% | +16.5% | -11.1% |
| 3M | +10.0% | -28.8% | +38.8% | +18.3% |
| 6M | +49.5% | -30.3% | +79.8% | +51.7% |
| YTD | +62.5% | +62.4% | +0.1% | +20.5% |
| 1Y | +76.0% | +62.5% | +13.5% | +30.0% |
| 3Y | +94.2% | +7.4% | +86.8% | +66.9% |
| All | +94.2% | +6.8% | +87.3% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling