+768.4%
VLO vs ILMN
+60.6%
+707.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.8% |
| 7D | -13.3% | -9.7% | -3.6% | -11.8% |
| 30D | -18.3% | -20.4% | +2.1% | -15.8% |
| 3M | +14.3% | +10.0% | +4.3% | +10.9% |
| 6M | +47.6% | +49.5% | -1.8% | +35.1% |
| YTD | +116.0% | +62.5% | +53.5% | +92.8% |
| 1Y | +101.0% | +76.0% | +25.0% | +76.7% |
| 3Y | +199.0% | +94.2% | +104.9% | +146.3% |
| 5Y | +419.0% | -46.3% | +465.4% | +450.1% |
| All | +768.4% | +60.6% | +707.9% | +648.8% |
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