-51.4%
ILMN vs VSH
+64.7%
-116.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.9% |
| 7D | +1.2% | +4.1% | -2.8% | -0.1% |
| 30D | +9.2% | -4.2% | +13.3% | +9.8% |
| 3M | +29.8% | -50.0% | +79.8% | +57.4% |
| 6M | +69.2% | +80.2% | -11.0% | +20.7% |
| YTD | +66.4% | +121.1% | -54.7% | +6.8% |
| 1Y | +123.4% | +112.0% | +11.4% | +44.4% |
| 3Y | +33.2% | +22.5% | +10.6% | +9.2% |
| All | -51.4% | +64.7% | -116.1% | -68.6% |
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