+677.3%
VRT vs ILMN
-43.8%
+721.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +0.5% | -6.0% | +6.5% | +2.9% |
| 30D | -13.7% | -23.0% | +9.3% | -6.0% |
| 3M | -26.7% | +10.4% | -37.1% | -29.2% |
| 6M | -43.8% | +49.4% | -93.3% | -51.3% |
| YTD | +27.6% | +62.3% | -34.8% | +6.1% |
| 1Y | +15.5% | +73.7% | -58.2% | -6.2% |
| 3Y | +395.6% | +122.5% | +273.1% | +231.2% |
| 5Y | +677.3% | -43.2% | +720.5% | +840.1% |
| All | +677.3% | -43.8% | +721.1% | +840.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling