+122.8%
DAL vs ILMN
+60.6%
+62.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.5% |
| 7D | +8.8% | -9.7% | +18.5% | +11.4% |
| 30D | +5.4% | -20.4% | +25.8% | +10.6% |
| 3M | -4.9% | +10.0% | -14.9% | -9.2% |
| 6M | +19.8% | +49.5% | -29.6% | +4.8% |
| YTD | +27.0% | +62.5% | -35.5% | +7.4% |
| 1Y | +52.5% | +76.0% | -23.5% | +26.0% |
| 3Y | +173.8% | +94.2% | +79.7% | +109.3% |
| 5Y | +104.5% | -46.3% | +150.9% | +110.9% |
| All | +122.8% | +60.6% | +62.2% | +78.8% |
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 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