-11.2%
VEEV vs ILMN
-51.8%
+40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +28.8% | +9.2% | +19.7% | +25.1% |
| 3M | +54.0% | +29.8% | +24.2% | +41.1% |
| 6M | +46.0% | +69.2% | -23.3% | +22.7% |
| YTD | +23.2% | +66.4% | -43.1% | +3.7% |
| 1Y | +1.9% | +123.4% | -121.5% | -23.4% |
| 3Y | +27.0% | +33.2% | -6.1% | +10.2% |
| All | -11.2% | -51.8% | +40.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling