+676.7%
VEEV vs ILMN
+64.4%
+612.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +0.8% | -9.8% | +10.6% | +4.1% |
| 30D | +3.2% | -22.7% | +25.9% | +11.2% |
| 3M | +30.2% | +12.1% | +18.1% | +21.4% |
| 6M | +83.7% | +51.5% | +32.2% | +51.7% |
| YTD | +36.9% | +63.9% | -27.0% | +8.9% |
| 1Y | +3.3% | +76.6% | -73.2% | -20.4% |
| 3Y | +85.1% | +124.6% | -39.5% | +18.4% |
| 5Y | -2.6% | -42.7% | +40.1% | +8.1% |
| 10Y | +676.7% | +59.7% | +617.0% | +522.3% |
| All | +676.7% | +64.4% | +612.3% | +522.3% |
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