-44.6%
VG vs ILMN
+53.7%
-98.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +14.0% | -2.9% | +16.8% | +14.3% |
| 30D | -1.0% | -23.8% | +22.8% | +1.8% |
| 3M | -2.7% | +7.5% | -10.2% | -4.2% |
| 6M | +1.5% | +42.8% | -41.3% | -5.1% |
| YTD | +93.7% | +57.8% | +35.9% | +74.3% |
| 1Y | +68.5% | +72.6% | -4.1% | +46.9% |
| All | -44.6% | +53.7% | -98.3% | -67.8% |
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 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