+53.4%
VT vs ILMN
-49.5%
+102.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -2.8% |
| 7D | -4.2% | -28.3% | +24.1% | +0.7% |
| 30D | -5.8% | -24.0% | +18.2% | -2.1% |
| 3M | -5.2% | +4.1% | -9.3% | -6.9% |
| 6M | +0.1% | +49.6% | -49.4% | -7.8% |
| YTD | +8.2% | +58.6% | -50.4% | -2.0% |
| 1Y | +10.1% | +69.9% | -59.8% | -1.6% |
| 3Y | +69.7% | +82.9% | -13.2% | +43.6% |
| 5Y | +53.4% | -47.6% | +101.0% | +62.8% |
| All | +53.4% | -49.5% | +102.9% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling