+1,179.1%
VST vs ILMN
+56.2%
+1,122.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +19.2% | +0.7% | +18.4% | +19.1% |
| 30D | -17.2% | -22.7% | +5.6% | -13.3% |
| 3M | -8.1% | +8.6% | -16.8% | -10.1% |
| 6M | -8.1% | +43.8% | -52.0% | -15.0% |
| YTD | -16.3% | +59.8% | -76.0% | -24.5% |
| 1Y | -24.1% | +71.8% | -95.9% | -32.6% |
| 3Y | +300.2% | +119.0% | +181.2% | +223.8% |
| 5Y | +645.9% | -43.8% | +689.7% | +664.4% |
| All | +1,179.1% | +56.2% | +1,122.9% | +992.2% |
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