+107.9%
ILMN vs VYM
+18.4%
+89.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.1% |
| 7D | -5.4% | -0.8% | -4.6% | -4.9% |
| 30D | +7.0% | -2.2% | +9.3% | +8.4% |
| 3M | +24.2% | +3.1% | +21.1% | +22.1% |
| 6M | +69.9% | +9.7% | +60.2% | +61.0% |
| YTD | +57.4% | +14.9% | +42.5% | +39.8% |
| 1Y | +107.9% | +17.6% | +90.3% | +82.9% |
| All | +107.9% | +18.4% | +89.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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