+62.5%
VUG vs ILMN
-44.7%
+107.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +2.5% | -2.9% | +5.4% | +3.1% |
| 30D | -6.3% | -23.8% | +17.6% | -1.3% |
| 3M | -6.0% | +7.5% | -13.5% | -8.7% |
| 6M | -3.5% | +42.8% | -46.3% | -12.4% |
| YTD | +3.9% | +57.8% | -53.9% | -8.5% |
| 1Y | +5.1% | +72.6% | -67.5% | -9.5% |
| 3Y | +77.9% | +129.3% | -51.5% | +33.2% |
| All | +62.5% | -44.7% | +107.1% | +84.6% |
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