+728.4%
VGT vs ILMN
+54.3%
+674.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +2.5% | -2.9% | +5.3% | +3.3% |
| 30D | -9.5% | -23.8% | +14.3% | -2.8% |
| 3M | -9.5% | +7.5% | -17.0% | -12.7% |
| 6M | -1.8% | +42.8% | -44.5% | -13.2% |
| YTD | +18.4% | +57.8% | -39.4% | +0.4% |
| 1Y | +18.7% | +72.6% | -53.9% | -2.1% |
| 3Y | +103.8% | +129.3% | -25.5% | +43.3% |
| 5Y | +104.4% | -44.5% | +148.9% | +123.0% |
| All | +728.4% | +54.3% | +674.1% | +595.7% |
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