+136.8%
VTR vs ILMN
+64.4%
+72.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | +3.8% | -9.8% | +13.6% | +5.3% |
| 30D | +10.1% | -22.7% | +32.9% | +13.7% |
| 3M | -1.2% | +12.1% | -13.2% | -4.4% |
| 6M | +4.8% | +51.5% | -46.7% | -4.1% |
| YTD | +18.9% | +63.9% | -45.0% | +6.5% |
| 1Y | +21.8% | +76.6% | -54.7% | +7.6% |
| 3Y | +132.0% | +124.6% | +7.4% | +86.9% |
| 5Y | +94.7% | -42.7% | +137.4% | +103.8% |
| 10Y | +136.8% | +59.7% | +77.2% | +125.7% |
| All | +136.8% | +64.4% | +72.4% | +125.7% |
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