+66.6%
VT vs ILMN
-51.8%
+118.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.2% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +1.0% | +9.2% | -8.2% | -0.7% |
| 3M | +2.4% | +29.8% | -27.5% | -2.4% |
| 6M | +12.0% | +69.2% | -57.2% | +1.6% |
| YTD | +15.3% | +66.4% | -51.0% | +4.5% |
| 1Y | +22.6% | +123.4% | -100.8% | +4.3% |
| 3Y | +74.7% | +33.2% | +41.5% | +59.7% |
| All | +66.6% | -51.8% | +118.4% | +87.4% |
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