+359.2%
VT vs ILMN
+485.3%
-126.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.0% |
| 7D | -1.6% | -14.8% | +13.2% | +1.2% |
| 30D | -2.5% | -12.8% | +10.3% | -0.4% |
| 3M | -1.3% | +20.2% | -21.5% | -6.2% |
| 6M | +3.1% | +75.4% | -72.3% | -10.0% |
| YTD | +10.9% | +81.6% | -70.7% | -4.6% |
| 1Y | +12.1% | +98.5% | -86.5% | -5.6% |
| 3Y | +73.9% | +109.4% | -35.5% | +38.5% |
| 5Y | +58.0% | -41.6% | +99.6% | +61.2% |
| 10Y | +225.5% | +82.2% | +143.2% | +145.9% |
| All | +359.2% | +485.3% | -126.1% | +101.3% |
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