+996.4%
VST vs ILMN
+56.7%
+939.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.2% | +2.0% | -4.7% |
| 7D | -19.9% | -28.3% | +8.4% | -15.2% |
| 30D | -29.7% | -24.0% | -5.7% | -26.3% |
| 3M | -19.6% | +4.1% | -23.6% | -20.8% |
| 6M | -29.4% | +49.6% | -79.0% | -35.2% |
| YTD | -29.7% | +58.6% | -88.3% | -36.6% |
| 1Y | -40.0% | +69.9% | -109.9% | -46.7% |
| 3Y | +231.0% | +82.9% | +148.1% | +177.0% |
| 5Y | +500.1% | -47.6% | +547.7% | +524.6% |
| All | +996.4% | +56.7% | +939.7% | +827.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling