+560.5%
VLO vs ILMN
-51.8%
+612.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +57.5% |
| YTD | +131.1% | +66.4% | +64.7% | +119.3% |
| 1Y | +143.6% | +123.4% | +20.2% | +122.7% |
| 3Y | +201.4% | +33.2% | +168.2% | +181.0% |
| All | +560.5% | -51.8% | +612.3% | +488.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling