+73.9%
VT vs ILMN
+110.2%
-36.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.6% |
| 7D | -1.6% | -14.8% | +13.2% | 0.0% |
| 30D | -2.5% | -12.8% | +10.3% | -1.3% |
| 3M | -1.3% | +20.2% | -21.5% | -4.2% |
| 6M | +3.1% | +75.4% | -72.3% | -4.9% |
| YTD | +10.9% | +81.6% | -70.7% | +1.4% |
| 1Y | +12.1% | +98.5% | -86.5% | +1.1% |
| All | +73.9% | +110.2% | -36.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling