+997.6%
VRTX vs ILMN
+1,342.1%
-344.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | +11.8% | -22.7% | +34.6% | +18.0% |
| 3M | +3.2% | +8.6% | -5.4% | -0.8% |
| 6M | +21.0% | +43.8% | -22.8% | +7.7% |
| YTD | +19.7% | +59.8% | -40.1% | +2.8% |
| 1Y | +25.0% | +71.8% | -46.8% | +5.3% |
| 3Y | +45.2% | +119.0% | -73.8% | +9.1% |
| 5Y | +189.7% | -43.8% | +233.5% | +194.3% |
| 10Y | +489.8% | +56.4% | +433.4% | +340.3% |
| All | +997.6% | +1,342.1% | -344.5% | +245.0% |
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 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