+25.3%
VTV vs ILMN
+108.3%
-83.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -0.7% | -3.9% | +3.2% | -0.5% |
| 30D | -0.5% | +6.9% | -7.4% | -0.8% |
| 3M | +5.3% | +28.1% | -22.8% | +4.3% |
| 6M | +12.9% | +65.0% | -52.1% | +10.6% |
| YTD | +18.5% | +56.3% | -37.8% | +16.0% |
| 1Y | +25.3% | +108.7% | -83.4% | +21.7% |
| All | +25.3% | +108.3% | -83.0% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling