+50.0%
VG vs ILMN
+74.0%
-24.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.3% |
| 7D | -22.0% | -9.7% | -12.4% | -22.9% |
| 30D | -11.6% | -20.4% | +8.8% | -13.9% |
| 3M | -14.9% | +10.0% | -24.9% | -8.7% |
| 6M | -3.5% | +49.5% | -53.0% | +13.9% |
| YTD | +70.0% | +62.5% | +7.5% | +96.0% |
| 1Y | +50.0% | +76.0% | -26.0% | +64.6% |
| All | +50.0% | +74.0% | -24.0% | +64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling