+471.6%
VLO vs ILMN
-44.2%
+515.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.4% |
| 3M | +13.5% | +8.6% | +4.9% | +11.7% |
| 6M | +53.0% | +43.8% | +9.2% | +46.7% |
| YTD | +133.7% | +59.8% | +74.0% | +120.8% |
| 1Y | +115.7% | +71.8% | +43.9% | +102.1% |
| 3Y | +231.9% | +119.0% | +112.9% | +194.9% |
| 5Y | +471.6% | -43.8% | +515.4% | +442.3% |
| All | +471.6% | -44.2% | +515.8% | +442.3% |
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