+60.5%
VZ vs ILMN
+33.5%
+27.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +7.9% | +9.2% | -1.3% | +7.4% |
| 3M | +13.6% | +29.8% | -16.2% | +12.0% |
| 6M | +1.1% | +69.2% | -68.1% | -1.9% |
| YTD | +29.3% | +66.4% | -37.1% | +25.3% |
| 1Y | +21.2% | +123.4% | -102.2% | +15.2% |
| 3Y | +75.9% | +33.2% | +42.7% | +71.1% |
| 5Y | +24.1% | -52.0% | +76.0% | +28.5% |
| All | +60.5% | +33.5% | +27.0% | +46.3% |
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 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