+1,004.7%
VRTX vs ILMN
+1,401.8%
-397.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.7% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +12.6% | +9.2% | +3.5% | +9.9% |
| 3M | +23.6% | +29.8% | -6.2% | +15.0% |
| 6M | +14.3% | +69.2% | -54.9% | -1.1% |
| YTD | +20.5% | +66.4% | -45.9% | +4.2% |
| 1Y | +37.6% | +123.4% | -85.8% | +8.8% |
| 3Y | +55.5% | +33.2% | +22.4% | +34.7% |
| 5Y | +175.7% | -52.0% | +227.7% | +197.2% |
| 10Y | +474.2% | +33.6% | +440.6% | +350.0% |
| All | +1,004.7% | +1,401.8% | -397.1% | +249.5% |
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