+1,112.0%
VST vs ILMN
+60.6%
+1,051.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.5% | +8.1% | +10.1% |
| 7D | -9.8% | -9.7% | -0.1% | -8.0% |
| 30D | -25.1% | -20.4% | -4.7% | -22.1% |
| 3M | -11.6% | +10.0% | -21.6% | -13.7% |
| 6M | -20.9% | +49.5% | -70.4% | -27.4% |
| YTD | -22.3% | +62.5% | -84.8% | -30.2% |
| 1Y | -32.0% | +76.0% | -108.0% | -39.9% |
| 3Y | +262.4% | +94.2% | +168.2% | +199.9% |
| 5Y | +563.4% | -46.3% | +609.7% | +587.7% |
| All | +1,112.0% | +60.6% | +1,051.5% | +921.1% |
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 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