-39.3%
VG vs ILMN
+62.0%
-101.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +16.0% | +9.2% | +6.8% | +14.6% |
| 3M | +9.7% | +29.8% | -20.1% | +5.4% |
| 6M | +29.6% | +69.2% | -39.6% | +17.7% |
| YTD | +112.0% | +66.4% | +45.6% | +90.4% |
| 1Y | +12.8% | +123.4% | -110.6% | -10.4% |
| All | -39.3% | +62.0% | -101.3% | -64.9% |
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