+314.2%
VOO vs ILMN
+28.5%
+285.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -0.9% | +12.3% | -13.2% | -3.5% |
| 3M | +3.9% | +33.5% | -29.7% | -2.7% |
| 6M | +14.5% | +69.4% | -54.8% | +1.5% |
| YTD | +13.0% | +60.9% | -48.0% | +0.7% |
| 1Y | +19.4% | +115.0% | -95.5% | -1.3% |
| 3Y | +78.9% | +37.0% | +41.9% | +58.1% |
| 5Y | +82.3% | -53.1% | +135.4% | +102.3% |
| 10Y | +314.2% | +27.6% | +286.6% | +253.4% |
| All | +314.2% | +28.5% | +285.8% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling