+1,007.8%
ILMN vs VTRS
+124.9%
+882.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.7% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +12.3% | +1.9% | +10.4% | +11.6% |
| 3M | +33.5% | +5.1% | +28.5% | +31.2% |
| 6M | +69.4% | +20.1% | +49.3% | +58.1% |
| YTD | +60.9% | +36.6% | +24.4% | +42.6% |
| 1Y | +115.0% | +64.1% | +50.9% | +78.3% |
| 3Y | +37.0% | +86.4% | -49.3% | +7.5% |
| 5Y | -53.1% | +40.9% | -94.0% | -60.9% |
| 10Y | +27.6% | -48.7% | +76.3% | +33.8% |
| All | +1,007.8% | +124.9% | +882.9% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling