+2,267.4%
VGT vs ILMN
+5,039.3%
-2,771.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | +1.3% | +9.2% | -7.9% | -0.8% |
| 3M | -1.1% | +29.8% | -31.0% | -6.8% |
| 6M | +32.6% | +69.2% | -36.6% | +17.9% |
| YTD | +29.0% | +66.4% | -37.4% | +14.4% |
| 1Y | +39.7% | +123.4% | -83.7% | +15.1% |
| 3Y | +120.9% | +33.2% | +87.8% | +97.1% |
| 5Y | +133.6% | -52.0% | +185.5% | +150.3% |
| 10Y | +792.6% | +33.6% | +759.0% | +667.6% |
| All | +2,267.4% | +5,039.3% | -2,771.9% | +1,046.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling