+474.5%
VRTX vs ILMN
+64.4%
+410.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.1% |
| 7D | +3.2% | -9.8% | +13.0% | +5.7% |
| 30D | +7.4% | -22.7% | +30.2% | +13.1% |
| 3M | +4.6% | +12.1% | -7.5% | -0.5% |
| 6M | +27.5% | +51.5% | -24.0% | +11.7% |
| YTD | +20.9% | +63.9% | -43.0% | +2.9% |
| 1Y | +30.1% | +76.6% | -46.5% | +8.5% |
| 3Y | +46.6% | +124.6% | -78.0% | +7.7% |
| 5Y | +191.6% | -42.7% | +234.3% | +212.5% |
| 10Y | +474.5% | +59.7% | +414.9% | +306.0% |
| All | +474.5% | +64.4% | +410.2% | +306.0% |
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