+473.2%
VLO vs ILMN
-44.7%
+517.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +9.6% | -2.9% | +12.5% | +9.9% |
| 30D | -17.4% | -23.8% | +6.4% | -15.9% |
| 3M | +10.8% | +7.5% | +3.3% | +9.1% |
| 6M | +56.9% | +42.8% | +14.2% | +50.5% |
| YTD | +136.8% | +57.8% | +78.9% | +123.9% |
| 1Y | +120.7% | +72.6% | +48.1% | +106.5% |
| 3Y | +231.9% | +129.3% | +102.6% | +193.8% |
| All | +473.2% | -44.7% | +517.9% | +445.4% |
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