+546.5%
VEEV vs ILMN
+25.5%
+521.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.5% |
| 7D | -7.1% | -3.9% | -3.2% | -5.8% |
| 30D | +11.1% | +6.9% | +4.2% | +8.3% |
| 3M | +55.5% | +28.1% | +27.4% | +41.0% |
| 6M | +33.4% | +65.0% | -31.6% | +10.0% |
| YTD | +16.8% | +56.3% | -39.5% | -2.4% |
| 1Y | -7.7% | +108.7% | -116.5% | -32.3% |
| 3Y | +18.4% | +33.1% | -14.7% | -2.1% |
| 5Y | -14.8% | -54.1% | +39.3% | +5.1% |
| 10Y | +546.5% | +27.8% | +518.7% | +440.9% |
| All | +546.5% | +25.5% | +521.0% | +440.9% |
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