+121.0%
VTR vs ILMN
+54.3%
+66.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | +5.5% | -23.8% | +29.3% | +9.1% |
| 3M | -0.9% | +7.5% | -8.4% | -3.6% |
| 6M | -0.4% | +42.8% | -43.2% | -8.0% |
| YTD | +17.0% | +57.8% | -40.8% | +5.4% |
| 1Y | +18.0% | +72.6% | -54.7% | +4.4% |
| 3Y | +127.4% | +129.3% | -2.0% | +81.9% |
| 5Y | +92.3% | -44.5% | +136.8% | +102.1% |
| All | +121.0% | +54.3% | +66.7% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling