+72.6%
VZ vs ILMN
+54.3%
+18.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +1.5% | -2.9% | +4.3% | +1.6% |
| 30D | +4.4% | -23.8% | +28.2% | +5.2% |
| 3M | -2.4% | +7.5% | -9.8% | -3.3% |
| 6M | +1.4% | +42.8% | -41.3% | -1.2% |
| YTD | +21.4% | +57.8% | -36.4% | +17.3% |
| 1Y | +20.3% | +72.6% | -52.3% | +15.5% |
| 3Y | +57.4% | +129.3% | -72.0% | +46.1% |
| 5Y | +21.9% | -44.5% | +66.4% | +24.0% |
| All | +72.6% | +54.3% | +18.3% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling