+105.5%
VGT vs ILMN
-43.3%
+148.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.4% |
| 7D | -1.6% | -2.6% | +0.9% | -1.0% |
| 30D | -12.5% | -20.6% | +8.1% | -8.1% |
| 3M | -7.7% | +17.5% | -25.2% | -12.1% |
| 6M | -0.2% | +55.6% | -55.8% | -11.4% |
| YTD | +19.3% | +68.3% | -49.1% | +2.9% |
| 1Y | +18.2% | +81.1% | -62.9% | 0.0% |
| 3Y | +109.6% | +112.2% | -2.5% | +59.8% |
| 5Y | +105.5% | -42.6% | +148.1% | +136.0% |
| All | +105.5% | -43.3% | +148.8% | +136.0% |
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