+13.8%
VRT vs ILMN
+92.1%
-78.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.9% | -8.0% | -12.0% |
| 7D | -15.4% | -21.6% | +6.2% | -12.4% |
| 30D | -19.0% | -22.9% | +3.9% | -16.3% |
| 3M | -23.8% | +11.6% | -35.4% | -22.1% |
| 6M | -37.9% | +62.5% | -100.4% | -37.9% |
| YTD | +27.0% | +72.7% | -45.8% | +22.1% |
| 1Y | +13.8% | +93.9% | -80.1% | +0.2% |
| All | +13.8% | +92.1% | -78.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling