+227.7%
VLO vs ILMN
+120.9%
+106.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | +6.8% | +0.7% | +6.0% | +6.7% |
| 30D | -17.9% | -22.7% | +4.9% | -16.5% |
| 3M | +13.5% | +8.6% | +4.9% | +11.3% |
| 6M | +53.0% | +43.8% | +9.2% | +45.6% |
| YTD | +133.7% | +59.8% | +74.0% | +118.5% |
| 1Y | +115.7% | +71.8% | +43.9% | +99.4% |
| All | +227.7% | +120.9% | +106.7% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling