+619.5%
VRT vs ILMN
+33.7%
+585.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.6% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | +0.9% | +9.2% | -8.2% | -0.8% |
| 3M | -13.4% | +29.8% | -43.2% | -18.0% |
| 6M | +11.7% | +69.2% | -57.5% | -0.3% |
| YTD | +73.2% | +66.4% | +6.9% | +54.2% |
| 1Y | +123.4% | +123.4% | 0.0% | +83.6% |
| All | +619.5% | +33.7% | +585.8% | +601.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling