+827.8%
VOO vs ILMN
+396.2%
+431.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +0.1% | +9.2% | -9.1% | -1.7% |
| 3M | +2.0% | +29.8% | -27.8% | -3.1% |
| 6M | +13.0% | +69.2% | -56.2% | +1.9% |
| YTD | +13.6% | +66.4% | -52.8% | +2.2% |
| 1Y | +20.1% | +123.4% | -103.3% | +1.3% |
| 3Y | +77.6% | +33.2% | +44.4% | +60.4% |
| 5Y | +82.4% | -52.0% | +134.4% | +93.7% |
| 10Y | +316.8% | +33.6% | +283.2% | +260.8% |
| All | +827.8% | +396.2% | +431.6% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling