+57.3%
VZ vs ILMN
+83.5%
-26.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | -0.3% |
| 7D | +5.6% | -28.3% | +33.9% | +4.7% |
| 30D | +1.9% | -24.0% | +25.8% | +1.2% |
| 3M | +0.8% | +4.1% | -3.3% | +0.3% |
| 6M | +0.6% | +49.6% | -48.9% | +0.1% |
| YTD | +20.8% | +58.6% | -37.8% | +19.9% |
| 1Y | +23.9% | +69.9% | -45.9% | +22.8% |
| All | +57.3% | +83.5% | -26.2% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling