+1.9%
VUG vs ILMN
+74.0%
-72.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | -3.4% | -9.7% | +6.3% | -2.3% |
| 30D | -11.1% | -20.4% | +9.3% | -9.0% |
| 3M | -7.2% | +10.0% | -17.3% | -7.9% |
| 6M | -4.1% | +49.5% | -53.6% | -7.8% |
| YTD | +1.4% | +62.5% | -61.1% | -4.5% |
| 1Y | +1.9% | +76.0% | -74.1% | -6.3% |
| All | +1.9% | +74.0% | -72.1% | -6.3% |
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 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