+194.3%
VRTX vs ILMN
-43.8%
+238.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -0.4% | -6.0% | +5.6% | +0.5% |
| 30D | +7.9% | -23.0% | +30.9% | +11.5% |
| 3M | +3.3% | +10.4% | -7.1% | +0.2% |
| 6M | +25.7% | +49.4% | -23.7% | +15.8% |
| YTD | +20.7% | +62.3% | -41.7% | +9.1% |
| 1Y | +27.4% | +73.7% | -46.2% | +14.0% |
| 3Y | +46.4% | +122.5% | -76.1% | +21.6% |
| 5Y | +194.3% | -43.2% | +237.5% | +195.1% |
| All | +194.3% | -43.8% | +238.1% | +195.1% |
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