+1,012.2%
ILMN vs VYM
+492.8%
+519.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +9.2% | -0.5% | +9.7% | +9.8% |
| 3M | +29.8% | +3.0% | +26.8% | +26.2% |
| 6M | +69.2% | +8.2% | +61.0% | +56.7% |
| YTD | +66.4% | +15.8% | +50.6% | +43.5% |
| 1Y | +123.4% | +20.8% | +102.6% | +85.0% |
| 3Y | +33.2% | +65.3% | -32.1% | -17.0% |
| 5Y | -52.0% | +76.6% | -128.6% | -71.3% |
| 10Y | +33.6% | +203.9% | -170.3% | -52.0% |
| All | +1,012.2% | +492.8% | +519.4% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling