+1,250.4%
VUG vs ILMN
+5,039.3%
-3,788.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | -0.3% | +9.2% | -9.5% | -2.2% |
| 3M | -0.7% | +29.8% | -30.5% | -6.1% |
| 6M | +14.6% | +69.2% | -54.6% | +2.6% |
| YTD | +9.0% | +66.4% | -57.4% | -2.6% |
| 1Y | +14.9% | +123.4% | -108.5% | -4.2% |
| 3Y | +86.0% | +33.2% | +52.9% | +66.8% |
| 5Y | +76.7% | -52.0% | +128.7% | +88.4% |
| 10Y | +411.3% | +33.6% | +377.7% | +340.7% |
| All | +1,250.4% | +5,039.3% | -3,788.9% | +571.2% |
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