+93.9%
ILMN vs VTRS
+90.6%
+3.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.2% |
| 7D | -21.6% | +2.4% | -24.0% | -21.8% |
| 30D | -22.9% | +9.1% | -31.9% | -23.9% |
| 3M | +11.6% | +9.4% | +2.2% | +9.9% |
| 6M | +62.5% | +28.3% | +34.2% | +58.1% |
| YTD | +72.7% | +58.0% | +14.7% | +61.6% |
| 1Y | +93.9% | +89.7% | +4.1% | +72.8% |
| All | +93.9% | +90.6% | +3.2% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling