+7,613.2%
VTR vs ILMN
+1,401.8%
+6,211.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.7% | +1.2% | -2.9% | -1.8% |
| 30D | -2.4% | +9.2% | -11.6% | -3.5% |
| 3M | +14.8% | +29.8% | -15.1% | +11.3% |
| 6M | +5.3% | +69.2% | -63.9% | -1.1% |
| YTD | +18.1% | +66.4% | -48.3% | +10.8% |
| 1Y | +36.7% | +123.4% | -86.7% | +23.3% |
| 3Y | +130.1% | +33.2% | +96.9% | +116.1% |
| 5Y | +89.5% | -52.0% | +141.5% | +95.0% |
| 10Y | +87.4% | +33.6% | +53.8% | +70.1% |
| All | +7,613.2% | +1,401.8% | +6,211.4% | +5,003.3% |
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