+377.4%
VT vs ILMN
+436.2%
-58.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +1.0% | +9.2% | -8.2% | -1.1% |
| 3M | +2.4% | +29.8% | -27.5% | -3.6% |
| 6M | +12.0% | +69.2% | -57.2% | -0.7% |
| YTD | +15.3% | +66.4% | -51.0% | +2.0% |
| 1Y | +22.6% | +123.4% | -100.8% | +0.6% |
| 3Y | +74.7% | +33.2% | +41.5% | +55.2% |
| 5Y | +66.1% | -52.0% | +118.1% | +78.7% |
| 10Y | +225.0% | +33.6% | +191.4% | +162.6% |
| All | +377.4% | +436.2% | -58.8% | +115.3% |
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