+95.9%
VCIT vs ILMN
+763.8%
-667.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.7% |
| 7D | +0.4% | -21.6% | +22.0% | +0.8% |
| 30D | +2.2% | -22.9% | +25.0% | +2.6% |
| 3M | -1.8% | +11.6% | -13.4% | -2.1% |
| 6M | -1.6% | +62.5% | -64.2% | -2.6% |
| YTD | -1.7% | +72.7% | -74.5% | -2.9% |
| 1Y | -0.8% | +93.9% | -94.7% | -2.2% |
| 3Y | +19.3% | +99.2% | -79.9% | +17.3% |
| 5Y | +3.5% | -44.8% | +48.3% | +2.9% |
| 10Y | +28.6% | +73.0% | -44.4% | +27.6% |
| All | +95.9% | +763.8% | -667.9% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling