+24.3%
ILMN vs VTRS
-48.4%
+72.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -5.4% | -2.2% | -3.2% | -4.8% |
| 30D | +7.0% | +3.3% | +3.7% | +6.1% |
| 3M | +24.2% | +2.0% | +22.2% | +23.4% |
| 6M | +69.9% | +19.9% | +50.0% | +60.4% |
| YTD | +57.4% | +35.7% | +21.7% | +42.2% |
| 1Y | +107.9% | +68.1% | +39.8% | +75.8% |
| 3Y | +37.1% | +87.1% | -49.9% | +11.3% |
| 5Y | -53.7% | +47.6% | -101.3% | -61.0% |
| All | +24.3% | -48.4% | +72.7% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling