+294.8%
VZ vs ILMN
+1,459.1%
-1,164.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.4% |
| 7D | +6.9% | -21.6% | +28.5% | +8.4% |
| 30D | +2.3% | -22.9% | +25.1% | +3.7% |
| 3M | 0.0% | +11.6% | -11.6% | -1.2% |
| 6M | +0.2% | +62.5% | -62.3% | -3.7% |
| YTD | +20.9% | +72.7% | -51.8% | +15.4% |
| 1Y | +25.2% | +93.9% | -68.6% | +18.5% |
| 3Y | +55.9% | +99.2% | -43.3% | +45.0% |
| 5Y | +22.6% | -44.8% | +67.4% | +23.0% |
| 10Y | +68.6% | +73.0% | -4.3% | +52.5% |
| All | +294.8% | +1,459.1% | -1,164.3% | +161.1% |
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