+493.1%
VRTX vs ILMN
+61.7%
+431.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.2% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | +8.0% | -20.6% | +28.6% | +13.0% |
| 3M | +11.0% | +17.5% | -6.4% | +4.4% |
| 6M | +28.2% | +55.6% | -27.4% | +11.5% |
| YTD | +21.5% | +68.3% | -46.8% | +2.7% |
| 1Y | +34.5% | +81.1% | -46.6% | +11.5% |
| 3Y | +49.5% | +112.2% | -62.7% | +11.7% |
| 5Y | +188.3% | -42.6% | +230.9% | +210.1% |
| 10Y | +493.1% | +70.5% | +422.6% | +302.6% |
| All | +493.1% | +61.7% | +431.4% | +302.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling