+3.5%
VRT vs ILMN
+74.7%
-71.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.5% | -2.5% |
| 7D | -17.7% | -9.8% | -7.9% | -15.7% |
| 30D | -20.0% | -22.7% | +2.7% | -16.5% |
| 3M | -28.1% | +12.1% | -40.1% | -25.1% |
| 6M | -42.8% | +51.5% | -94.3% | -41.2% |
| YTD | +20.0% | +63.9% | -43.9% | +19.2% |
| 1Y | +3.5% | +76.6% | -73.1% | +1.2% |
| All | +3.5% | +74.7% | -71.2% | +1.2% |
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