+145.3%
DAL vs ILMN
+33.5%
+111.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | -13.9% | +9.2% | -23.1% | -16.1% |
| 3M | +1.1% | +29.8% | -28.8% | -6.2% |
| 6M | +26.2% | +69.2% | -43.0% | +8.9% |
| YTD | +16.4% | +66.4% | -50.0% | -0.1% |
| 1Y | +33.9% | +123.4% | -89.6% | +4.4% |
| 3Y | +93.4% | +33.2% | +60.2% | +66.7% |
| 5Y | +106.4% | -52.0% | +158.3% | +121.4% |
| All | +145.3% | +33.5% | +111.8% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling