+740.0%
VTV vs ILMN
+4,775.3%
-4,035.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.9% | -2.9% | +5.8% | +3.4% |
| 30D | +3.8% | -23.8% | +27.6% | +7.6% |
| 3M | +1.6% | +7.5% | -5.9% | -0.7% |
| 6M | +11.2% | +42.8% | -31.6% | +3.7% |
| YTD | +22.0% | +57.8% | -35.8% | +11.3% |
| 1Y | +24.9% | +72.6% | -47.7% | +12.3% |
| 3Y | +78.5% | +129.3% | -50.9% | +48.7% |
| 5Y | +77.8% | -44.5% | +122.3% | +80.2% |
| 10Y | +231.1% | +54.5% | +176.5% | +176.0% |
| All | +740.0% | +4,775.3% | -4,035.3% | +333.1% |
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