+88.7%
VTR vs ILMN
-52.9%
+141.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.1% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | -3.7% | +12.3% | -16.0% | -4.9% |
| 3M | +13.5% | +33.5% | -20.0% | +10.2% |
| 6M | +7.2% | +69.4% | -62.2% | +1.3% |
| YTD | +17.6% | +60.9% | -43.3% | +11.3% |
| 1Y | +35.4% | +115.0% | -79.6% | +23.1% |
| 3Y | +132.8% | +37.0% | +95.8% | +120.2% |
| 5Y | +88.7% | -53.1% | +141.8% | +75.0% |
| All | +88.7% | -52.9% | +141.6% | +75.0% |
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