+47.4%
DAL vs ILMN
+71.2%
-23.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.8% | -3.7% |
| 7D | +4.6% | -28.3% | +32.8% | +7.4% |
| 30D | +2.3% | -24.0% | +26.3% | +4.5% |
| 3M | -8.1% | +4.1% | -12.2% | -9.5% |
| 6M | +21.4% | +49.6% | -28.1% | +13.4% |
| YTD | +24.3% | +58.6% | -34.3% | +9.6% |
| 1Y | +47.4% | +69.9% | -22.5% | +23.9% |
| All | +47.4% | +71.2% | -23.8% | +23.9% |
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