-43.8%
ILMN vs VSH
+38.9%
-82.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.1% |
| 7D | -2.9% | +14.3% | -17.2% | -7.4% |
| 30D | -23.8% | -7.9% | -16.0% | -22.0% |
| 3M | +7.5% | -19.9% | +27.3% | +13.2% |
| 6M | +42.8% | -30.5% | +73.3% | +47.5% |
| YTD | +57.8% | +85.7% | -27.8% | +4.9% |
| 1Y | +72.6% | +98.9% | -26.3% | +10.9% |
| 3Y | +129.3% | +32.1% | +97.3% | +69.6% |
| All | -43.8% | +38.9% | -82.8% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling