+322.2%
VZ vs ILMN
+1,401.8%
-1,079.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +13.6% | +29.8% | -16.2% | +11.4% |
| 6M | +1.1% | +69.2% | -68.1% | -2.8% |
| YTD | +29.3% | +66.4% | -37.1% | +24.3% |
| 1Y | +21.2% | +123.4% | -102.2% | +13.8% |
| 3Y | +75.9% | +33.2% | +42.7% | +69.0% |
| 5Y | +24.1% | -52.0% | +76.0% | +26.3% |
| 10Y | +62.4% | +33.6% | +28.8% | +49.8% |
| All | +322.2% | +1,401.8% | -1,079.6% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling