+1,205.2%
VST vs ILMN
+61.7%
+1,143.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +6.6% |
| 7D | -0.5% | -2.6% | +2.0% | +0.2% |
| 30D | -17.1% | -20.6% | +3.6% | -13.7% |
| 3M | -4.6% | +17.5% | -22.0% | -8.0% |
| 6M | -9.1% | +55.6% | -64.7% | -17.1% |
| YTD | -16.6% | +68.3% | -85.0% | -25.5% |
| 1Y | -29.5% | +81.1% | -110.6% | -37.9% |
| 3Y | +297.5% | +112.2% | +185.4% | +223.6% |
| 5Y | +654.5% | -42.6% | +697.1% | +671.4% |
| 10Y | +1,205.2% | +70.5% | +1,134.8% | +1,006.5% |
| All | +1,205.2% | +61.7% | +1,143.5% | +1,006.5% |
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