-54.1%
ILMN vs VYM
+76.9%
-131.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -3.9% | -1.0% | -2.9% | -2.5% |
| 30D | +6.9% | -2.0% | +8.9% | +9.9% |
| 3M | +28.1% | +3.1% | +25.0% | +23.0% |
| 6M | +65.0% | +8.9% | +56.1% | +46.8% |
| YTD | +56.3% | +14.7% | +41.6% | +28.2% |
| 1Y | +108.7% | +19.4% | +89.3% | +61.9% |
| 3Y | +33.1% | +65.4% | -32.3% | -34.2% |
| 5Y | -54.1% | +77.6% | -131.7% | -77.9% |
| All | -54.1% | +76.9% | -131.1% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling