-54.0%
ILMN vs VTRS
+41.7%
-95.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -3.9% | -3.5% | -0.4% | -2.6% |
| 30D | +6.9% | +2.1% | +4.8% | +6.2% |
| 3M | +28.1% | +2.6% | +25.5% | +26.7% |
| 6M | +65.0% | +17.8% | +47.2% | +54.1% |
| YTD | +56.3% | +35.7% | +20.6% | +36.8% |
| 1Y | +108.7% | +63.5% | +45.2% | +68.8% |
| 3Y | +33.1% | +85.1% | -52.0% | 0.0% |
| All | -54.0% | +41.7% | -95.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling