+812.9%
VGT vs ILMN
+25.5%
+787.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.7% |
| 7D | +1.5% | -3.9% | +5.3% | +2.5% |
| 30D | +0.5% | +6.9% | -6.4% | -1.6% |
| 3M | +5.3% | +28.1% | -22.8% | -2.5% |
| 6M | +32.4% | +65.0% | -32.5% | +13.7% |
| YTD | +28.6% | +56.3% | -27.7% | +11.2% |
| 1Y | +37.6% | +108.7% | -71.1% | +7.6% |
| 3Y | +125.5% | +33.1% | +92.4% | +93.1% |
| 5Y | +135.2% | -54.1% | +189.3% | +173.9% |
| 10Y | +812.9% | +27.8% | +785.1% | +676.9% |
| All | +812.9% | +25.5% | +787.4% | +676.9% |
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