+1,006.6%
VRTX vs ILMN
+1,366.8%
-360.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.2% |
| 7D | -2.1% | -9.7% | +7.6% | +0.2% |
| 30D | +8.2% | -20.4% | +28.6% | +13.3% |
| 3M | +13.0% | +10.0% | +3.0% | +8.3% |
| 6M | +27.9% | +49.5% | -21.6% | +12.8% |
| YTD | +20.7% | +62.5% | -41.8% | +3.3% |
| 1Y | +31.4% | +76.0% | -44.5% | +10.1% |
| 3Y | +41.8% | +94.2% | -52.3% | +9.8% |
| 5Y | +183.7% | -46.3% | +230.0% | +191.9% |
| 10Y | +592.9% | +62.7% | +530.1% | +411.7% |
| All | +1,006.6% | +1,366.8% | -360.1% | +246.4% |
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