+1,018.6%
ILMN vs VSH
+12.9%
+1,005.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +0.4% |
| 7D | -9.7% | -12.9% | +3.3% | -5.0% |
| 30D | -20.4% | -36.9% | +16.5% | -5.9% |
| 3M | +10.0% | -28.8% | +38.8% | +22.4% |
| 6M | +49.5% | -30.3% | +79.8% | +57.5% |
| YTD | +62.5% | +62.4% | +0.1% | +20.4% |
| 1Y | +76.0% | +62.5% | +13.5% | +29.9% |
| 3Y | +94.2% | +7.4% | +86.8% | +59.9% |
| 5Y | -46.3% | +25.4% | -71.7% | -58.8% |
| 10Y | +62.7% | +102.6% | -39.9% | -4.8% |
| All | +1,018.6% | +12.9% | +1,005.8% | +457.3% |
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