+717.0%
VGT vs ILMN
+64.4%
+652.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.6% |
| 7D | -4.1% | -9.8% | +5.7% | -1.3% |
| 30D | -13.6% | -22.7% | +9.1% | -7.6% |
| 3M | -8.0% | +12.1% | -20.0% | -12.3% |
| 6M | -1.5% | +51.5% | -52.9% | -14.4% |
| YTD | +17.7% | +63.9% | -46.2% | -1.3% |
| 1Y | +13.8% | +76.6% | -62.8% | -6.7% |
| 3Y | +101.6% | +124.6% | -23.0% | +42.9% |
| 5Y | +106.7% | -42.7% | +149.4% | +123.7% |
| 10Y | +717.0% | +59.7% | +657.3% | +580.1% |
| All | +717.0% | +64.4% | +652.6% | +580.1% |
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