+94.9%
VICI vs ILMN
-5.6%
+100.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | -2.3% | -5.4% | +3.1% | -1.3% |
| 30D | -4.8% | +7.0% | -11.8% | -6.2% |
| 3M | -10.1% | +24.2% | -34.3% | -14.4% |
| 6M | -9.7% | +69.9% | -79.6% | -19.7% |
| YTD | -8.8% | +57.4% | -66.2% | -18.0% |
| 1Y | -20.2% | +107.9% | -128.1% | -33.2% |
| 3Y | -5.8% | +37.1% | -42.9% | -16.2% |
| 5Y | +9.5% | -53.7% | +63.2% | +24.7% |
| All | +94.9% | -5.6% | +100.5% | +70.3% |
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