+1,934.0%
VRT vs ILMN
-33.6%
+1,967.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +10.5% | -2.9% | +13.4% | +11.6% |
| 30D | -9.3% | -23.8% | +14.5% | -0.8% |
| 3M | -29.6% | +7.5% | -37.1% | -31.4% |
| 6M | -45.4% | +42.8% | -88.1% | -51.9% |
| YTD | +24.8% | +57.8% | -33.0% | +4.8% |
| 1Y | +23.6% | +72.6% | -49.0% | +0.7% |
| 3Y | +379.7% | +129.3% | +250.3% | +226.2% |
| 5Y | +660.3% | -44.5% | +704.8% | +736.3% |
| All | +1,934.0% | -33.6% | +1,967.6% | +1,736.8% |
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