+733.3%
VTV vs ILMN
+4,961.3%
-4,228.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | 0.0% | -9.8% | +9.8% | +1.6% |
| 30D | +3.2% | -22.7% | +26.0% | +6.8% |
| 3M | +1.7% | +12.1% | -10.4% | -1.2% |
| 6M | +11.0% | +51.5% | -40.5% | +2.6% |
| YTD | +21.0% | +63.9% | -42.8% | +9.8% |
| 1Y | +24.3% | +76.6% | -52.3% | +11.3% |
| 3Y | +76.9% | +124.6% | -47.7% | +47.9% |
| 5Y | +76.9% | -42.7% | +119.6% | +78.5% |
| 10Y | +227.8% | +59.7% | +168.1% | +171.9% |
| All | +733.3% | +4,961.3% | -4,228.1% | +327.3% |
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