+28.9%
VCIT vs ILMN
+60.6%
-31.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +0.1% | -9.7% | +9.8% | +0.4% |
| 30D | +1.9% | -20.4% | +22.3% | +2.5% |
| 3M | -1.4% | +10.0% | -11.5% | -2.0% |
| 6M | -2.1% | +49.5% | -51.6% | -3.6% |
| YTD | -1.6% | +62.5% | -64.1% | -3.5% |
| 1Y | -0.9% | +76.0% | -76.9% | -3.1% |
| 3Y | +20.0% | +94.2% | -74.2% | +16.2% |
| 5Y | +3.1% | -46.3% | +49.5% | +2.7% |
| All | +28.9% | +60.6% | -31.7% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling