+104.3%
DAL vs ILMN
+54.3%
+50.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.3% |
| 30D | +12.8% | -23.8% | +36.7% | +19.9% |
| 3M | -5.3% | +7.5% | -12.7% | -9.0% |
| 6M | +22.4% | +42.8% | -20.4% | +8.3% |
| YTD | +25.6% | +57.8% | -32.2% | +7.0% |
| 1Y | +45.5% | +72.6% | -27.1% | +20.9% |
| 3Y | +161.0% | +129.3% | +31.6% | +91.0% |
| 5Y | +112.2% | -44.5% | +156.7% | +116.9% |
| All | +104.3% | +54.3% | +50.0% | +60.7% |
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