-25.0%
VST vs ILMN
+67.2%
-92.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.9% | -8.9% | -13.1% |
| 7D | -15.7% | -21.6% | +5.8% | -13.9% |
| 30D | -17.0% | -22.9% | +5.9% | -15.6% |
| 3M | -15.9% | +11.6% | -27.5% | -16.7% |
| 6M | -25.0% | +62.5% | -87.5% | -23.7% |
| All | -25.0% | +67.2% | -92.2% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling