+1,917.9%
VRT vs ILMN
-29.2%
+1,947.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.0% | +8.5% |
| 7D | -10.6% | -2.6% | -8.0% | -9.3% |
| 30D | -17.4% | -20.6% | +3.2% | -10.9% |
| 3M | -26.4% | +17.5% | -43.8% | -30.3% |
| 6M | -41.0% | +55.6% | -96.6% | -49.5% |
| YTD | +23.8% | +68.3% | -44.5% | +1.8% |
| 1Y | +11.6% | +81.1% | -69.5% | -10.5% |
| 3Y | +403.5% | +112.2% | +291.3% | +252.6% |
| 5Y | +647.0% | -42.6% | +689.6% | +712.6% |
| All | +1,917.9% | -29.2% | +1,947.1% | +1,684.8% |
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