+2,723.0%
VRT vs ILMN
-30.0%
+2,753.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.8% |
| 7D | +9.1% | +1.2% | +7.9% | +8.7% |
| 30D | +0.9% | +9.2% | -8.2% | -2.1% |
| 3M | -13.4% | +29.8% | -43.2% | -21.1% |
| 6M | +11.7% | +69.2% | -57.5% | -7.1% |
| YTD | +73.2% | +66.4% | +6.9% | +43.3% |
| 1Y | +123.4% | +123.4% | 0.0% | +64.6% |
| 3Y | +606.2% | +33.2% | +573.0% | +491.4% |
| 5Y | +899.9% | -52.0% | +951.9% | +1,051.7% |
| All | +2,723.0% | -30.0% | +2,753.1% | +2,411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling