-51.4%
VG vs ILMN
+54.4%
-105.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -3.0% |
| 7D | -22.0% | -28.3% | +6.3% | -19.3% |
| 30D | -14.7% | -24.0% | +9.2% | -12.3% |
| 3M | -7.1% | +4.1% | -11.1% | -8.1% |
| 6M | -11.2% | +49.6% | -60.7% | -17.6% |
| YTD | +69.8% | +58.6% | +11.2% | +52.8% |
| 1Y | +49.9% | +69.9% | -20.0% | +31.5% |
| All | -51.4% | +54.4% | -105.8% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling