+99.4%
VTR vs ILMN
-46.1%
+145.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | +4.7% | -9.7% | +14.3% | +5.4% |
| 30D | +10.9% | -20.4% | +31.3% | +12.5% |
| 3M | -3.2% | +10.0% | -13.2% | -5.1% |
| 6M | +3.7% | +49.5% | -45.8% | -1.6% |
| YTD | +16.8% | +62.5% | -45.7% | +9.4% |
| 1Y | +21.3% | +76.0% | -54.7% | +12.5% |
| 3Y | +119.0% | +94.2% | +24.9% | +95.0% |
| All | +99.4% | -46.1% | +145.6% | +99.2% |
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