+1,045.4%
ILMN vs VSH
+53.7%
+991.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -3.2% |
| 7D | +1.2% | +4.1% | -2.8% | -0.3% |
| 30D | +9.2% | -4.2% | +13.3% | +10.0% |
| 3M | +29.8% | -50.0% | +79.8% | +60.4% |
| 6M | +69.2% | +80.2% | -11.0% | +24.0% |
| YTD | +66.4% | +121.1% | -54.7% | +11.1% |
| 1Y | +123.4% | +112.0% | +11.4% | +50.3% |
| 3Y | +33.2% | +22.5% | +10.6% | +6.0% |
| 5Y | -52.0% | +64.0% | -116.0% | -66.3% |
| 10Y | +33.6% | +170.4% | -136.8% | -28.9% |
| All | +1,045.4% | +53.7% | +991.7% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling