+134.7%
VGT vs ILMN
-52.9%
+187.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.6% |
| 7D | +1.8% | +1.9% | -0.1% | +1.3% |
| 30D | -0.3% | +12.3% | -12.6% | -3.2% |
| 3M | +3.4% | +33.5% | -30.2% | -4.0% |
| 6M | +35.0% | +69.4% | -34.4% | +18.0% |
| YTD | +28.8% | +60.9% | -32.2% | +13.2% |
| 1Y | +38.0% | +115.0% | -77.0% | +11.1% |
| 3Y | +125.8% | +37.0% | +88.8% | +97.5% |
| 5Y | +134.7% | -53.1% | +187.9% | +197.1% |
| All | +134.7% | -52.9% | +187.6% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling