+33.9%
DAL vs ILMN
+127.6%
-93.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | -13.9% | +9.2% | -23.1% | -14.5% |
| 3M | +1.1% | +29.8% | -28.8% | -1.3% |
| 6M | +26.2% | +69.2% | -43.0% | +20.7% |
| YTD | +16.4% | +66.4% | -50.0% | +11.0% |
| 1Y | +33.9% | +123.4% | -89.6% | +27.8% |
| All | +33.9% | +127.6% | -93.8% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling