+962.7%
VST vs ILMN
+27.8%
+934.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.9% | -8.9% | -13.0% |
| 7D | -15.7% | -21.6% | +5.8% | -12.4% |
| 30D | -17.0% | -22.9% | +5.9% | -13.6% |
| 3M | -15.9% | +11.6% | -27.5% | -18.1% |
| 6M | -25.0% | +62.5% | -87.5% | -31.9% |
| YTD | -25.1% | +72.7% | -97.8% | -33.1% |
| 1Y | -34.9% | +93.9% | -128.7% | -43.1% |
| 3Y | +252.7% | +99.2% | +153.5% | +193.4% |
| 5Y | +582.3% | -44.8% | +627.1% | +598.3% |
| 10Y | +1,076.6% | +73.0% | +1,003.6% | +931.1% |
| All | +962.7% | +27.8% | +934.9% | +810.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling