+188.2%
VRTX vs ILMN
-44.7%
+232.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.1% |
| 30D | +8.0% | -23.8% | +31.9% | +11.8% |
| 3M | +4.3% | +7.5% | -3.2% | +1.6% |
| 6M | +18.9% | +42.8% | -23.9% | +10.2% |
| YTD | +18.8% | +57.8% | -39.0% | +7.9% |
| 1Y | +24.0% | +72.6% | -48.7% | +10.9% |
| 3Y | +42.1% | +129.3% | -87.2% | +17.4% |
| All | +188.2% | -44.7% | +232.9% | +192.1% |
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