-22.0%
VST vs ILMN
+72.2%
-94.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +6.6% | -2.9% | +9.5% | +7.1% |
| 30D | -12.4% | -23.8% | +11.5% | -9.6% |
| 3M | -9.0% | +7.5% | -16.5% | -9.0% |
| 6M | -6.4% | +42.8% | -49.2% | -8.5% |
| YTD | -17.2% | +57.8% | -75.0% | -20.1% |
| 1Y | -22.0% | +72.6% | -94.6% | -24.9% |
| All | -22.0% | +72.2% | -94.2% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling