+294.3%
VZ vs ILMN
+1,331.5%
-1,037.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | +0.4% |
| 7D | +5.6% | -28.3% | +33.9% | +7.7% |
| 30D | +1.9% | -24.0% | +25.8% | +3.3% |
| 3M | +0.8% | +4.1% | -3.3% | -0.1% |
| 6M | +0.6% | +49.6% | -48.9% | -2.8% |
| YTD | +20.8% | +58.6% | -37.8% | +15.9% |
| 1Y | +23.9% | +69.9% | -45.9% | +18.3% |
| 3Y | +55.7% | +82.9% | -27.2% | +45.6% |
| 5Y | +21.5% | -47.6% | +69.2% | +22.3% |
| 10Y | +68.5% | +58.8% | +9.6% | +53.1% |
| All | +294.3% | +1,331.5% | -1,037.1% | +162.2% |
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