+71.6%
VZ vs ILMN
+59.3%
+12.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.9% | -6.0% | +6.9% | +1.1% |
| 30D | +8.9% | -23.0% | +32.0% | +9.8% |
| 3M | +0.1% | +10.4% | -10.3% | -1.0% |
| 6M | +1.9% | +49.4% | -47.5% | -0.9% |
| YTD | +22.0% | +62.3% | -40.3% | +17.8% |
| 1Y | +22.1% | +73.7% | -51.6% | +17.3% |
| 3Y | +58.7% | +122.5% | -63.8% | +47.8% |
| 5Y | +22.3% | -43.2% | +65.5% | +24.3% |
| 10Y | +71.6% | +59.0% | +12.7% | +62.5% |
| All | +71.6% | +59.3% | +12.4% | +62.5% |
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