-43.2%
ILMN price history and return analytics
+59.8%
-102.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -2.5% |
| 7D | -6.0% | -0.7% | -5.3% | -4.9% |
| 30D | -23.0% | -1.7% | -21.3% | -20.7% |
| 3M | +10.4% | -2.3% | +12.7% | +14.9% |
| 6M | +49.4% | +1.5% | +47.9% | +46.7% |
| YTD | +62.3% | +12.0% | +50.3% | +37.6% |
| 1Y | +73.7% | +12.9% | +60.8% | +45.7% |
| 3Y | +122.5% | +74.9% | +47.6% | -1.6% |
| 5Y | -43.2% | +59.9% | -103.1% | -70.7% |
| All | -43.2% | +59.8% | -102.9% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling