+65.5%
VZ vs ILMN
+60.6%
+5.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +2.1% | -9.7% | +11.8% | +2.5% |
| 30D | +1.4% | -20.4% | +21.8% | +2.0% |
| 3M | -1.3% | +10.0% | -11.3% | -2.3% |
| 6M | -0.5% | +49.5% | -50.0% | -3.3% |
| YTD | +19.6% | +62.5% | -42.9% | +15.5% |
| 1Y | +22.4% | +76.0% | -53.6% | +17.6% |
| 3Y | +55.9% | +94.2% | -38.3% | +46.7% |
| 5Y | +20.4% | -46.3% | +66.7% | +22.9% |
| All | +65.5% | +60.6% | +5.0% | +58.9% |
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