+80.6%
VTV vs ILMN
-54.6%
+135.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -0.7% | -3.9% | +3.2% | -0.2% |
| 30D | -0.5% | +6.9% | -7.4% | -1.5% |
| 3M | +5.3% | +28.1% | -22.8% | +1.7% |
| 6M | +12.9% | +65.0% | -52.1% | +5.2% |
| YTD | +18.5% | +56.3% | -37.8% | +10.8% |
| 1Y | +25.3% | +108.7% | -83.4% | +11.8% |
| 3Y | +68.2% | +33.1% | +35.1% | +56.1% |
| 5Y | +80.6% | -54.1% | +134.7% | +91.5% |
| All | +80.6% | -54.6% | +135.2% | +91.5% |
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