+1,740.6%
VRT vs ILMN
-31.7%
+1,772.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | -21.4% | -9.7% | -11.7% | -18.3% |
| 30D | -25.8% | -20.4% | -5.4% | -20.1% |
| 3M | -33.5% | +10.0% | -43.5% | -35.8% |
| 6M | -49.0% | +49.5% | -98.5% | -55.8% |
| YTD | +12.9% | +62.5% | -49.5% | -6.1% |
| 1Y | 0.0% | +76.0% | -76.0% | -19.1% |
| 3Y | +361.8% | +94.2% | +267.6% | +233.5% |
| 5Y | +565.1% | -46.3% | +611.5% | +638.6% |
| All | +1,740.6% | -31.7% | +1,772.3% | +1,545.5% |
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