+202.4%
VLO vs ILMN
+33.7%
+168.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +5.2% | +1.2% | +4.0% | +5.1% |
| 30D | +22.6% | +9.2% | +13.4% | +21.5% |
| 3M | +43.8% | +29.8% | +13.9% | +40.2% |
| 6M | +65.7% | +69.2% | -3.5% | +57.3% |
| YTD | +131.1% | +66.4% | +64.7% | +118.8% |
| 1Y | +143.6% | +123.4% | +20.2% | +120.3% |
| All | +202.4% | +33.7% | +168.7% | +152.2% |
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